+142.4%
GILD vs PENG
+111.4%
+31.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.9% |
| 7D | -4.8% | -1.2% | -3.7% | -4.8% |
| 30D | +5.8% | -12.9% | +18.7% | +6.1% |
| 3M | +14.9% | -20.5% | +35.4% | +15.0% |
| 6M | -0.4% | +176.8% | -177.2% | -6.0% |
| YTD | +18.5% | +161.6% | -143.0% | +11.9% |
| 1Y | +25.1% | +95.6% | -70.5% | +19.5% |
| 3Y | +105.9% | +111.9% | -6.0% | +89.8% |
| All | +142.4% | +111.4% | +31.0% | +117.8% |
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 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