+50.8%
GM vs PENG
+42.1%
+8.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.4% | -15.9% | -5.5% |
| 7D | -1.4% | -19.4% | +18.0% | +1.0% |
| 30D | +6.4% | -42.4% | +48.8% | +14.5% |
| 3M | -0.7% | -25.6% | +25.0% | +1.2% |
| 6M | +9.9% | +7.3% | +2.7% | -0.8% |
| YTD | +6.7% | +113.9% | -107.2% | -18.7% |
| 1Y | +26.2% | +93.6% | -67.3% | -1.9% |
| 3Y | +205.0% | +170.2% | +34.8% | +95.0% |
| All | +50.8% | +42.1% | +8.7% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling