+212.1%
GILD vs PENG
+752.7%
-540.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.0% |
| 7D | -4.8% | -1.2% | -3.7% | -4.8% |
| 30D | +5.8% | -12.9% | +18.7% | +6.3% |
| 3M | +14.9% | -20.5% | +35.4% | +15.2% |
| 6M | -0.4% | +176.8% | -177.2% | -7.5% |
| YTD | +18.5% | +161.6% | -143.0% | +10.2% |
| 1Y | +25.1% | +95.6% | -70.5% | +18.0% |
| 3Y | +105.9% | +111.9% | -6.0% | +87.4% |
| 5Y | +143.0% | +111.4% | +31.6% | +117.1% |
| All | +212.1% | +752.7% | -540.6% | +152.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling