-57.1%
GNRC vs PENG
+107.7%
-164.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +4.8% | +7.8% | -3.0% | +2.5% |
| 30D | -10.4% | -12.2% | +1.8% | -7.1% |
| 3M | -28.5% | -20.6% | -7.8% | -25.7% |
| 6M | -6.8% | +180.9% | -187.7% | -35.1% |
| YTD | +39.5% | +162.3% | -122.8% | -1.3% |
| 1Y | +3.4% | +107.3% | -103.9% | -22.6% |
| 3Y | +65.1% | +110.8% | -45.6% | +6.5% |
| 5Y | -57.1% | +117.8% | -174.9% | -71.9% |
| All | -57.1% | +107.7% | -164.8% | -71.9% |
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 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