+92.9%
GOOGL vs PENG
+42.1%
+50.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.6% | -1.1% |
| 7D | +1.8% | -19.4% | +21.2% | +4.3% |
| 30D | -18.8% | -42.4% | +23.6% | -12.6% |
| 3M | -20.3% | -25.6% | +5.3% | -18.4% |
| 6M | -28.4% | +7.3% | -35.6% | -34.8% |
| YTD | -8.8% | +113.9% | -122.7% | -29.1% |
| 1Y | +0.3% | +93.6% | -93.3% | -20.6% |
| 3Y | +120.7% | +170.2% | -49.5% | +50.9% |
| All | +92.9% | +42.1% | +50.8% | +40.2% |
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 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