-10.2%
GLD vs PENG
+54.5%
-64.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.1% | +12.8% | +4.1% |
| 7D | -0.3% | -20.5% | +20.2% | +0.8% |
| 30D | -1.9% | -20.4% | +18.5% | -1.0% |
| 3M | -0.4% | -16.4% | +16.0% | -0.2% |
| 6M | -10.2% | +49.2% | -59.4% | -13.9% |
| All | -10.2% | +54.5% | -64.7% | -13.9% |
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