-49.4%
GME vs PENG
+63.3%
-112.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.9% | -1.8% |
| 7D | +1.6% | +1.9% | -0.2% | +0.3% |
| 30D | -6.2% | -37.8% | +31.6% | +2.1% |
| 3M | +35.8% | -14.1% | +49.9% | +35.2% |
| 6M | +10.3% | +13.1% | -2.8% | -5.7% |
| YTD | +27.2% | +151.8% | -124.5% | -17.9% |
| 1Y | +19.1% | +136.0% | -116.9% | -21.8% |
| 3Y | +103.7% | +217.9% | -114.2% | +3.6% |
| All | -49.4% | +63.3% | -112.8% | -66.3% |
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 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