+495.1%
GOOGL vs PENG
+661.7%
-166.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.1% | -0.3% |
| 7D | +3.3% | -3.8% | +7.1% | +3.0% |
| 30D | -18.1% | -40.1% | +22.0% | -12.2% |
| 3M | -18.6% | -21.8% | +3.2% | -17.3% |
| 6M | -28.0% | +3.3% | -31.3% | -33.0% |
| YTD | -7.8% | +133.6% | -141.4% | -27.2% |
| 1Y | +3.6% | +110.7% | -107.1% | -16.9% |
| 3Y | +123.4% | +204.3% | -80.9% | +58.8% |
| 5Y | +95.3% | +54.4% | +41.0% | +48.1% |
| All | +495.1% | +661.7% | -166.6% | +243.9% |
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