+433.9%
GNRC vs PENG
+751.0%
-317.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +3.2% | +7.3% | -4.1% | +1.4% |
| 30D | -9.5% | -7.5% | -2.0% | -8.0% |
| 3M | -28.5% | -17.2% | -11.3% | -26.9% |
| 6M | -10.0% | +176.7% | -186.7% | -32.2% |
| YTD | +36.7% | +161.0% | -124.3% | +4.1% |
| 1Y | +2.6% | +108.8% | -106.3% | -18.5% |
| 3Y | +61.9% | +109.8% | -47.9% | +16.5% |
| 5Y | -59.0% | +111.7% | -170.8% | -71.3% |
| All | +433.9% | +751.0% | -317.1% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling