+436.4%
GNRC vs PENG
+762.7%
-326.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +0.8% |
| 7D | +1.9% | +4.5% | -2.6% | +0.8% |
| 30D | -13.8% | -7.1% | -6.7% | -12.5% |
| 3M | -32.6% | -27.3% | -5.4% | -29.1% |
| 6M | -15.2% | +169.6% | -184.8% | -35.7% |
| YTD | +37.4% | +164.6% | -127.2% | +4.2% |
| 1Y | +5.1% | +109.5% | -104.3% | -16.5% |
| 3Y | +57.5% | +98.9% | -41.4% | +14.9% |
| 5Y | -58.7% | +116.3% | -175.0% | -71.2% |
| All | +436.4% | +762.7% | -326.3% | +216.1% |
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