-7.2%
GLD vs PENG
+130.4%
-137.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.4% |
| 7D | -4.6% | +13.2% | -17.8% | -5.2% |
| 30D | -5.5% | -29.9% | +24.5% | -4.0% |
| 3M | -10.9% | -22.2% | +11.3% | -10.4% |
| 6M | -17.4% | -1.9% | -15.5% | -19.3% |
| YTD | -10.3% | +142.1% | -152.4% | -19.7% |
| 1Y | -7.2% | +151.5% | -158.7% | -16.7% |
| All | -7.2% | +130.4% | -137.5% | -16.7% |
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