+504.7%
GOOG vs PENG
+661.7%
-157.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.5% | -0.7% |
| 7D | +2.9% | -3.8% | +6.7% | +2.5% |
| 30D | -17.8% | -40.1% | +22.3% | -12.0% |
| 3M | -19.0% | -21.8% | +2.8% | -17.8% |
| 6M | -27.9% | +3.3% | -31.2% | -32.9% |
| YTD | -8.7% | +133.6% | -142.3% | -27.8% |
| 1Y | +2.5% | +110.7% | -108.2% | -17.6% |
| 3Y | +119.2% | +204.3% | -85.0% | +56.3% |
| 5Y | +93.4% | +54.4% | +39.1% | +46.9% |
| All | +504.7% | +661.7% | -157.0% | +251.4% |
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