+197.9%
GM vs PENG
+751.0%
-553.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -1.1% | +7.3% | -8.4% | -2.4% |
| 30D | -4.6% | -7.5% | +2.9% | -3.5% |
| 3M | +0.2% | -17.2% | +17.4% | +0.6% |
| 6M | +12.6% | +176.7% | -164.1% | -13.9% |
| YTD | +3.7% | +161.0% | -157.4% | -20.2% |
| 1Y | +45.6% | +108.8% | -63.2% | +16.2% |
| 3Y | +162.0% | +109.8% | +52.2% | +89.3% |
| 5Y | +80.5% | +111.7% | -31.3% | +26.1% |
| All | +197.9% | +751.0% | -553.1% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling