+212.6%
GLW vs PENG
+42.1%
+170.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -1.2% |
| 7D | -13.9% | -19.4% | +5.5% | -8.7% |
| 30D | -35.0% | -42.4% | +7.4% | -24.1% |
| 3M | -32.4% | -25.6% | -6.7% | -27.3% |
| 6M | -41.3% | +7.3% | -48.6% | -42.5% |
| YTD | +21.8% | +113.9% | -92.0% | +1.2% |
| 1Y | +21.8% | +93.6% | -71.7% | +3.2% |
| 3Y | +307.7% | +170.2% | +137.5% | +204.3% |
| All | +212.6% | +42.1% | +170.5% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling