+376.5%
GH vs PENG
+160.6%
+215.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -23.0% | +14.0% | -3.2% |
| 7D | -17.2% | -36.7% | +19.5% | -7.8% |
| 30D | -10.1% | -42.0% | +31.9% | +1.1% |
| 3M | -6.0% | -33.2% | +27.2% | +0.6% |
| 6M | +71.4% | +2.1% | +69.3% | +52.8% |
| YTD | +50.2% | +90.3% | -40.1% | +9.9% |
| 1Y | +61.4% | +67.7% | -6.2% | +22.0% |
| 3Y | +435.2% | +154.2% | +280.9% | +225.3% |
| 5Y | +39.2% | +28.3% | +10.9% | -4.1% |
| All | +376.5% | +160.6% | +215.9% | +157.1% |
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