+46.4%
GH vs PENG
+56.5%
-10.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.4% | -0.7% |
| 7D | +0.6% | +13.2% | -12.7% | -2.7% |
| 30D | -6.9% | -29.9% | +23.0% | +0.1% |
| 3M | -4.9% | -22.2% | +17.3% | -2.4% |
| 6M | +54.1% | -1.9% | +55.9% | +38.5% |
| YTD | +48.5% | +142.1% | -93.6% | -2.1% |
| 1Y | +61.2% | +151.5% | -90.4% | +4.6% |
| 3Y | +570.3% | +206.9% | +363.4% | +250.5% |
| All | +46.4% | +56.5% | -10.2% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling