+39.4%
GM vs PENG
+120.5%
-81.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.1% | +13.7% | +5.0% |
| 7D | +12.1% | -20.5% | +32.5% | +13.2% |
| 30D | +15.2% | -20.4% | +35.6% | +16.0% |
| 3M | +4.9% | -16.4% | +21.3% | +5.0% |
| 6M | +22.6% | +49.2% | -26.6% | +12.1% |
| YTD | +14.4% | +147.2% | -132.8% | -3.7% |
| 1Y | +39.4% | +124.7% | -85.3% | +18.7% |
| All | +39.4% | +120.5% | -81.1% | +18.7% |
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