+18.3%
GME vs PENG
+103.2%
-84.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +4.8% | -16.1% | +20.9% | +5.1% |
| 30D | -4.3% | -41.5% | +37.2% | -3.0% |
| 3M | +35.3% | -19.1% | +54.4% | +35.6% |
| 6M | +4.7% | +0.9% | +3.8% | +0.6% |
| YTD | +26.6% | +128.2% | -101.6% | +6.2% |
| 1Y | +18.3% | +98.6% | -80.2% | +2.1% |
| All | +18.3% | +103.2% | -84.9% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling