+350.8%
GLW vs PENG
+520.3%
-169.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -23.0% | +10.1% | -7.1% |
| 7D | -19.7% | -36.7% | +16.9% | -10.4% |
| 30D | -38.8% | -42.0% | +3.2% | -30.7% |
| 3M | -33.9% | -33.2% | -0.7% | -27.6% |
| 6M | -36.0% | +2.1% | -38.1% | -36.1% |
| YTD | +18.7% | +90.3% | -71.5% | +3.6% |
| 1Y | +19.8% | +67.7% | -47.9% | +7.0% |
| 3Y | +294.3% | +154.2% | +140.1% | +208.6% |
| 5Y | +205.7% | +28.3% | +177.4% | +154.9% |
| All | +350.8% | +520.3% | -169.6% | +221.9% |
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 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