+445.8%
GME vs PENG
+661.7%
-215.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | +0.1% |
| 7D | +5.8% | -3.8% | +9.6% | +5.5% |
| 30D | -3.7% | -40.1% | +36.4% | +4.2% |
| 3M | +33.6% | -21.8% | +55.3% | +35.8% |
| 6M | +5.4% | +3.3% | +2.1% | -3.8% |
| YTD | +27.4% | +133.6% | -106.2% | -4.8% |
| 1Y | +19.0% | +110.7% | -91.7% | -9.3% |
| 3Y | +101.5% | +204.3% | -102.8% | +33.1% |
| 5Y | -50.5% | +54.4% | -104.8% | -64.2% |
| All | +445.8% | +661.7% | -215.9% | +207.3% |
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