+177.7%
GM vs PENG
+108.8%
+68.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.2% |
| 7D | +1.9% | +4.5% | -2.6% | +1.5% |
| 30D | -1.4% | -7.1% | +5.7% | -0.9% |
| 3M | +5.9% | -27.3% | +33.2% | +7.6% |
| 6M | +12.4% | +169.6% | -157.2% | -3.2% |
| YTD | +8.6% | +164.6% | -156.0% | -6.5% |
| 1Y | +52.6% | +109.5% | -56.9% | +34.3% |
| All | +177.7% | +108.8% | +68.9% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling