+104.8%
GLD vs PENG
+153.0%
-48.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -23.0% | +23.8% | +1.7% |
| 7D | +1.9% | -36.7% | +38.6% | +3.5% |
| 30D | -1.8% | -42.0% | +40.3% | 0.0% |
| 3M | -3.6% | -33.2% | +29.6% | -2.6% |
| 6M | -10.2% | +2.1% | -12.3% | -11.4% |
| YTD | -5.3% | +90.3% | -95.5% | -8.9% |
| 1Y | +2.5% | +67.7% | -65.2% | -1.2% |
| All | +104.8% | +153.0% | -48.2% | +101.7% |
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 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