+500.3%
GOOG vs PENG
+597.2%
-96.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.6% | -1.2% |
| 7D | +2.1% | -19.4% | +21.5% | +4.7% |
| 30D | -18.3% | -42.4% | +24.1% | -11.9% |
| 3M | -20.3% | -25.6% | +5.3% | -18.4% |
| 6M | -28.1% | +7.3% | -35.3% | -33.7% |
| YTD | -9.3% | +113.9% | -123.2% | -27.3% |
| 1Y | -0.2% | +93.6% | -93.8% | -18.7% |
| 3Y | +118.0% | +170.2% | -52.2% | +58.6% |
| 5Y | +92.1% | +44.2% | +47.9% | +47.5% |
| All | +500.3% | +597.2% | -96.9% | +254.1% |
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 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