-55.0%
GLXY vs PENG
+88.9%
-144.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.4% | -7.1% | -0.7% |
| 7D | -14.6% | -19.4% | +4.8% | -5.9% |
| 30D | -36.2% | -42.4% | +6.2% | -18.4% |
| 3M | -30.1% | -25.6% | -4.4% | -21.7% |
| 6M | -56.1% | +7.3% | -63.4% | -65.1% |
| YTD | -38.9% | +113.9% | -152.8% | -73.5% |
| 1Y | -55.0% | +93.6% | -148.6% | -78.6% |
| All | -55.0% | +88.9% | -144.0% | -78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling