+213.9%
GLD vs PENG
+520.3%
-306.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.0% | +23.8% | +1.4% |
| 7D | +1.9% | -36.7% | +38.6% | +2.9% |
| 30D | -1.8% | -42.0% | +40.3% | -0.6% |
| 3M | -3.6% | -33.2% | +29.6% | -3.0% |
| 6M | -10.2% | +2.1% | -12.3% | -10.9% |
| YTD | -5.3% | +90.3% | -95.5% | -7.4% |
| 1Y | +2.5% | +67.7% | -65.2% | +0.4% |
| 3Y | +103.2% | +154.2% | -51.0% | +96.3% |
| 5Y | +121.1% | +28.3% | +92.8% | +114.1% |
| All | +213.9% | +520.3% | -306.4% | +190.6% |
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