+584.0%
GH vs PENG
+222.1%
+361.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -2.1% |
| 7D | -8.2% | +1.9% | -10.0% | -8.9% |
| 30D | -4.9% | -37.8% | +32.9% | +1.4% |
| 3M | -6.2% | -14.1% | +7.8% | -6.1% |
| 6M | +60.0% | +13.1% | +46.9% | +43.8% |
| YTD | +51.5% | +151.8% | -100.3% | +11.2% |
| 1Y | +58.4% | +136.0% | -77.6% | +17.8% |
| All | +584.0% | +222.1% | +361.9% | +234.5% |
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