+212.1%
GM vs PENG
+762.7%
-550.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.4% |
| 7D | +1.9% | +4.5% | -2.6% | +1.0% |
| 30D | -1.4% | -7.1% | +5.7% | -0.4% |
| 3M | +5.9% | -27.3% | +33.2% | +8.7% |
| 6M | +12.4% | +169.6% | -157.2% | -13.6% |
| YTD | +8.6% | +164.6% | -156.0% | -16.6% |
| 1Y | +52.6% | +109.5% | -56.9% | +21.8% |
| 3Y | +169.7% | +98.9% | +70.7% | +97.6% |
| 5Y | +87.5% | +116.3% | -28.7% | +30.4% |
| All | +212.1% | +762.7% | -550.6% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling