+393.1%
GH vs PENG
+219.9%
+173.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.3% | -4.0% | +2.9% |
| 7D | -7.0% | -3.8% | -3.2% | -6.9% |
| 30D | -5.2% | -40.1% | +34.9% | +5.9% |
| 3M | -5.8% | -21.8% | +16.0% | -3.3% |
| 6M | +65.9% | +3.3% | +62.6% | +48.3% |
| YTD | +55.5% | +133.6% | -78.2% | +7.8% |
| 1Y | +64.2% | +110.7% | -46.5% | +16.7% |
| 3Y | +606.0% | +204.3% | +401.8% | +310.0% |
| 5Y | +47.3% | +54.4% | -7.1% | -3.4% |
| All | +393.1% | +219.9% | +173.2% | +152.0% |
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