-12.7%
GIS vs PENG
+720.8%
-733.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.5% | -0.8% |
| 7D | -4.6% | +1.9% | -6.4% | -4.4% |
| 30D | +6.6% | -37.8% | +44.4% | +5.9% |
| 3M | -8.1% | -14.1% | +6.0% | -8.0% |
| 6M | +4.9% | +13.1% | -8.2% | +5.3% |
| YTD | -21.4% | +151.8% | -173.1% | -20.8% |
| 1Y | -21.6% | +136.0% | -157.6% | -21.1% |
| 3Y | -39.3% | +217.9% | -257.2% | -39.1% |
| 5Y | -33.2% | +64.1% | -97.3% | -32.8% |
| All | -12.7% | +720.8% | -733.6% | -15.8% |
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 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