+5.1%
GNRC vs PENG
+118.5%
-113.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +0.6% |
| 7D | +1.9% | +4.5% | -2.6% | +0.6% |
| 30D | -13.8% | -7.1% | -6.7% | -12.3% |
| 3M | -32.6% | -27.3% | -5.4% | -28.2% |
| 6M | -15.2% | +169.6% | -184.8% | -38.4% |
| YTD | +37.4% | +164.6% | -127.2% | -0.8% |
| 1Y | +5.1% | +109.5% | -104.3% | -29.4% |
| All | +5.1% | +118.5% | -113.3% | -29.4% |
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