-21.6%
GIS vs PENG
+120.3%
-141.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.3% | -11.5% | +0.2% |
| 7D | -4.6% | +1.9% | -6.4% | -3.7% |
| 30D | +6.6% | -37.8% | +44.4% | +2.8% |
| 3M | -8.1% | -14.1% | +6.0% | -7.9% |
| 6M | +4.9% | +13.1% | -8.2% | +7.3% |
| YTD | -21.4% | +151.8% | -173.1% | -15.2% |
| 1Y | -21.6% | +136.0% | -157.6% | -16.2% |
| All | -21.6% | +120.3% | -141.9% | -16.2% |
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 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