+0.3%
GOOGL vs PENG
+88.9%
-88.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.6% | 0.0% |
| 7D | +1.8% | -19.4% | +21.2% | +2.8% |
| 30D | -18.8% | -42.4% | +23.6% | -16.3% |
| 3M | -20.3% | -25.6% | +5.3% | -19.3% |
| 6M | -28.4% | +7.3% | -35.6% | -33.0% |
| YTD | -8.8% | +113.9% | -122.7% | -25.1% |
| 1Y | +0.3% | +93.6% | -93.3% | -16.1% |
| All | +0.3% | +88.9% | -88.7% | -16.1% |
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 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