-54.0%
GME vs PENG
+42.1%
-96.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.4% | -8.5% | +1.2% |
| 7D | +3.7% | -19.4% | +23.1% | +7.5% |
| 30D | +2.2% | -42.4% | +44.6% | +13.2% |
| 3M | +30.6% | -25.6% | +56.3% | +34.4% |
| 6M | -0.2% | +7.3% | -7.5% | -14.5% |
| YTD | +25.1% | +113.9% | -88.8% | -16.2% |
| 1Y | +17.7% | +93.6% | -75.9% | -19.0% |
| 3Y | +85.7% | +170.2% | -84.6% | -2.0% |
| All | -54.0% | +42.1% | -96.2% | -68.2% |
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