+206.7%
GM vs PENG
+735.0%
-528.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -3.4% | +34.6% | -38.1% | -8.7% |
| 30D | +2.7% | -35.9% | +38.6% | +9.1% |
| 3M | -0.4% | -14.7% | +14.3% | -0.7% |
| 6M | +13.3% | +13.5% | -0.2% | +2.3% |
| YTD | +6.8% | +156.1% | -149.4% | -20.0% |
| 1Y | +21.1% | +141.3% | -120.2% | -8.3% |
| 3Y | +231.0% | +223.4% | +7.6% | +118.4% |
| 5Y | +41.9% | +67.4% | -25.5% | +1.4% |
| All | +206.7% | +735.0% | -528.3% | +75.6% |
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 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