+151.7%
GOOGL vs PENG
+101.4%
+50.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.8% |
| 7D | -2.3% | +4.5% | -6.8% | -2.8% |
| 30D | -6.6% | -7.1% | +0.6% | -6.1% |
| 3M | -8.9% | -27.3% | +18.3% | -7.4% |
| 6M | +11.9% | +169.6% | -157.7% | -6.9% |
| YTD | +8.3% | +164.6% | -156.3% | -10.0% |
| 1Y | +46.2% | +109.5% | -63.3% | +24.8% |
| All | +151.7% | +101.4% | +50.3% | +106.2% |
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