+58.4%
GH vs PENG
+120.3%
-61.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -1.7% |
| 7D | -8.2% | +1.9% | -10.0% | -8.7% |
| 30D | -4.9% | -37.8% | +32.9% | -1.1% |
| 3M | -6.2% | -14.1% | +7.8% | -6.2% |
| 6M | +60.0% | +13.1% | +46.9% | +43.0% |
| YTD | +51.5% | +151.8% | -100.3% | +8.3% |
| 1Y | +58.4% | +136.0% | -77.6% | +14.1% |
| All | +58.4% | +120.3% | -61.9% | +14.1% |
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