+46.1%
GOOGL vs PENG
+118.5%
-72.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.6% |
| 7D | -2.3% | +4.5% | -6.9% | -2.6% |
| 30D | -6.6% | -7.1% | +0.5% | -6.3% |
| 3M | -9.0% | -27.3% | +18.3% | -7.6% |
| 6M | +11.8% | +169.6% | -157.8% | -8.9% |
| YTD | +8.3% | +164.6% | -156.3% | -12.2% |
| 1Y | +46.1% | +109.5% | -63.4% | +22.7% |
| All | +46.1% | +118.5% | -72.4% | +22.7% |
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