+43.6%
GOOG vs PENG
+106.3%
-62.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.1% | +7.8% | -6.7% | +0.6% |
| 30D | -5.1% | -12.2% | +7.1% | -4.3% |
| 3M | -7.1% | -20.6% | +13.5% | -6.5% |
| 6M | +12.7% | +180.9% | -168.3% | -8.6% |
| YTD | +7.1% | +162.3% | -155.2% | -13.0% |
| 1Y | +43.6% | +107.3% | -63.7% | +20.0% |
| All | +43.6% | +106.3% | -62.7% | +20.0% |
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