+368.5%
GH vs PENG
+192.8%
+175.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -4.8% |
| 7D | -15.6% | -19.4% | +3.8% | -11.7% |
| 30D | -10.4% | -42.4% | +32.0% | +1.0% |
| 3M | -4.3% | -25.6% | +21.4% | -0.5% |
| 6M | +63.5% | +7.3% | +56.3% | +44.0% |
| YTD | +47.7% | +113.9% | -66.1% | +4.7% |
| 1Y | +56.7% | +93.6% | -36.8% | +13.8% |
| 3Y | +443.9% | +170.2% | +273.7% | +226.1% |
| 5Y | +36.9% | +44.2% | -7.3% | -8.7% |
| All | +368.5% | +192.8% | +175.7% | +144.8% |
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