+599.0%
GOOGL vs PENG
+762.7%
-163.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.2% |
| 7D | -2.3% | +4.5% | -6.8% | -3.0% |
| 30D | -6.6% | -7.1% | +0.6% | -5.8% |
| 3M | -8.9% | -27.3% | +18.3% | -6.9% |
| 6M | +11.9% | +169.6% | -157.7% | -11.5% |
| YTD | +8.3% | +164.6% | -156.3% | -14.5% |
| 1Y | +46.2% | +109.5% | -63.3% | +19.6% |
| 3Y | +151.9% | +98.9% | +52.9% | +92.6% |
| 5Y | +137.7% | +116.3% | +21.5% | +73.1% |
| All | +599.0% | +762.7% | -163.7% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling