+570.3%
GH vs PENG
+209.7%
+360.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.4% | -1.1% |
| 7D | +0.6% | +13.2% | -12.7% | -1.7% |
| 30D | -6.9% | -29.9% | +23.0% | -2.3% |
| 3M | -4.9% | -22.2% | +17.3% | -3.1% |
| 6M | +54.1% | -1.9% | +55.9% | +42.9% |
| YTD | +48.5% | +142.1% | -93.6% | +9.8% |
| 1Y | +61.2% | +151.5% | -90.4% | +17.8% |
| 3Y | +570.3% | +206.9% | +363.4% | +230.0% |
| All | +570.3% | +209.7% | +360.6% | +230.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling