+216.3%
GILD vs PENG
+751.0%
-534.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -2.6% | +7.3% | -9.9% | -3.0% |
| 30D | +9.5% | -7.5% | +16.9% | +9.7% |
| 3M | +16.8% | -17.2% | +34.0% | +16.8% |
| 6M | +0.6% | +176.7% | -176.2% | -6.6% |
| YTD | +20.1% | +161.0% | -140.9% | +11.7% |
| 1Y | +29.1% | +108.8% | -79.7% | +21.2% |
| 3Y | +111.5% | +109.8% | +1.7% | +92.6% |
| 5Y | +147.6% | +111.7% | +35.8% | +121.2% |
| All | +216.3% | +751.0% | -534.7% | +156.2% |
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