+572.5%
GLW vs PENG
+762.7%
-190.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.4% | -0.8% | +4.1% |
| 7D | +3.8% | +4.5% | -0.8% | +2.7% |
| 30D | -1.3% | -7.1% | +5.8% | +0.5% |
| 3M | -21.8% | -27.3% | +5.5% | -16.3% |
| 6M | +6.9% | +169.6% | -162.7% | -13.2% |
| YTD | +77.2% | +164.6% | -87.5% | +43.8% |
| 1Y | +123.2% | +109.5% | +13.8% | +88.5% |
| 3Y | +400.0% | +98.9% | +301.1% | +294.2% |
| 5Y | +342.8% | +116.3% | +226.6% | +230.1% |
| All | +572.5% | +762.7% | -190.2% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling