+163.1%
GH vs PENG
+118.5%
+44.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.4% |
| 7D | -0.1% | +4.5% | -4.6% | -0.5% |
| 30D | -1.1% | -7.1% | +6.0% | -0.6% |
| 3M | +21.3% | -27.3% | +48.6% | +22.9% |
| 6M | +73.5% | +169.6% | -96.1% | +40.3% |
| YTD | +58.0% | +164.6% | -106.6% | +28.0% |
| 1Y | +163.1% | +109.5% | +53.6% | +113.7% |
| All | +163.1% | +118.5% | +44.6% | +113.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling