+435.8%
GME vs PENG
+597.2%
-161.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.4% | -8.5% | +1.6% |
| 7D | +3.7% | -19.4% | +23.1% | +6.9% |
| 30D | +2.2% | -42.4% | +44.6% | +11.4% |
| 3M | +30.6% | -25.6% | +56.3% | +34.1% |
| 6M | -0.2% | +7.3% | -7.5% | -10.0% |
| YTD | +25.1% | +113.9% | -88.8% | -4.9% |
| 1Y | +17.7% | +93.6% | -75.9% | -8.9% |
| 3Y | +85.7% | +170.2% | -84.6% | +25.6% |
| 5Y | -52.9% | +44.2% | -97.1% | -65.5% |
| All | +435.8% | +597.2% | -161.4% | +206.9% |
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