+124.3%
GOOGL vs PENG
+222.1%
-97.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.2% | +0.9% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | -16.8% | -37.8% | +21.0% | -13.0% |
| 3M | -14.6% | -14.1% | -0.5% | -14.4% |
| 6M | -24.4% | +13.1% | -37.5% | -29.9% |
| YTD | -6.1% | +151.8% | -157.9% | -25.3% |
| 1Y | +1.0% | +136.0% | -135.0% | -18.9% |
| All | +124.3% | +222.1% | -97.8% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling