+101.1%
GOOGL vs PENG
+56.5%
+44.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.1% |
| 7D | +3.9% | +13.2% | -9.4% | +1.8% |
| 30D | -14.9% | -29.9% | +15.0% | -11.2% |
| 3M | -14.6% | -22.2% | +7.7% | -13.1% |
| 6M | -26.4% | -1.9% | -24.6% | -31.3% |
| YTD | -5.3% | +142.1% | -147.4% | -27.9% |
| 1Y | +6.5% | +151.5% | -145.1% | -19.7% |
| 3Y | +126.0% | +206.9% | -80.9% | +51.2% |
| All | +101.1% | +56.5% | +44.6% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling