-9.1%
GIS vs PENG
+170.4%
-179.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -1.7% |
| 7D | -7.8% | +4.5% | -12.4% | -7.3% |
| 30D | +6.6% | -7.1% | +13.7% | +5.9% |
| 3M | +21.0% | -27.3% | +48.2% | +18.7% |
| 6M | -9.1% | +169.6% | -178.7% | -10.4% |
| All | -9.1% | +170.4% | -179.5% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling