+308.7%
GME vs PENG
+762.7%
-454.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.6% |
| 7D | +7.2% | +4.5% | +2.7% | +6.2% |
| 30D | +0.8% | -7.1% | +7.9% | +1.9% |
| 3M | -14.0% | -27.3% | +13.3% | -11.8% |
| 6M | -19.7% | +169.6% | -189.3% | -39.7% |
| YTD | -4.6% | +164.6% | -169.2% | -28.5% |
| 1Y | -14.3% | +109.5% | -123.8% | -33.0% |
| 3Y | +4.0% | +98.9% | -94.9% | -24.8% |
| 5Y | -62.2% | +116.3% | -178.5% | -73.5% |
| All | +308.7% | +762.7% | -454.0% | +130.9% |
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