-17.4%
GIS vs PENG
+120.5%
-137.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.1% | +14.3% | +4.1% |
| 7D | +8.5% | -20.5% | +28.9% | +5.9% |
| 30D | +15.3% | -20.4% | +35.7% | +13.3% |
| 3M | +0.9% | -16.4% | +17.4% | +0.2% |
| 6M | +7.9% | +49.2% | -41.3% | +11.2% |
| YTD | -17.6% | +147.2% | -164.8% | -11.7% |
| 1Y | -17.4% | +124.7% | -142.0% | -12.4% |
| All | -17.4% | +120.5% | -137.8% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling