-33.5%
GIS vs PENG
+101.4%
-134.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -2.0% |
| 7D | -7.8% | +4.5% | -12.4% | -7.5% |
| 30D | +6.6% | -7.1% | +13.7% | +6.2% |
| 3M | +21.0% | -27.3% | +48.2% | +20.1% |
| 6M | -9.1% | +169.6% | -178.7% | -4.5% |
| YTD | -13.6% | +164.6% | -178.2% | -9.2% |
| 1Y | -18.0% | +109.5% | -127.5% | -14.4% |
| All | -33.5% | +101.4% | -134.9% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling