-21.3%
GFS vs PENG
+44.7%
-66.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -23.0% | +13.2% | -0.9% |
| 7D | -20.7% | -36.7% | +16.0% | -6.3% |
| 30D | -25.2% | -42.0% | +16.8% | -10.3% |
| 3M | -26.3% | -33.2% | +6.9% | -16.9% |
| 6M | -50.7% | +2.1% | -52.8% | -54.8% |
| YTD | +4.5% | +90.3% | -85.8% | -26.2% |
| 1Y | +2.5% | +67.7% | -65.2% | -24.3% |
| 3Y | -30.9% | +154.2% | -185.2% | -61.6% |
| 5Y | -42.6% | +28.3% | -70.9% | -61.1% |
| All | -21.3% | +44.7% | -66.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling