+380.9%
GH vs PENG
+250.7%
+130.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.4% |
| 7D | +0.9% | +34.6% | -33.7% | -6.7% |
| 30D | -4.5% | -35.9% | +31.5% | +4.8% |
| 3M | -6.2% | -14.7% | +8.5% | -5.9% |
| 6M | +55.0% | +13.5% | +41.4% | +35.1% |
| YTD | +51.6% | +156.1% | -104.5% | +2.5% |
| 1Y | +58.3% | +141.3% | -83.1% | +8.5% |
| 3Y | +617.6% | +223.4% | +394.2% | +310.7% |
| 5Y | +49.2% | +67.4% | -18.2% | -4.3% |
| All | +380.9% | +250.7% | +130.2% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling