+401.3%
GH vs PENG
+262.3%
+138.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.4% |
| 7D | -0.1% | +4.5% | -4.6% | -1.3% |
| 30D | -1.1% | -7.1% | +6.0% | +0.2% |
| 3M | +21.3% | -27.3% | +48.6% | +25.3% |
| 6M | +73.5% | +169.6% | -96.1% | +20.6% |
| YTD | +58.0% | +164.6% | -106.6% | +9.5% |
| 1Y | +163.1% | +109.5% | +53.6% | +91.8% |
| 3Y | +361.0% | +98.9% | +262.1% | +200.5% |
| 5Y | +22.5% | +116.3% | -93.7% | -24.4% |
| All | +401.3% | +262.3% | +138.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling