+3.3%
GPC vs PENG
+103.2%
-99.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | +0.4% | -16.1% | +16.4% | +0.1% |
| 30D | -1.8% | -41.5% | +39.7% | -2.5% |
| 3M | -6.6% | -19.1% | +12.5% | -6.9% |
| 6M | +21.3% | +0.9% | +20.4% | +15.7% |
| YTD | +4.3% | +128.2% | -123.9% | -9.2% |
| 1Y | +3.3% | +98.6% | -95.3% | -9.9% |
| All | +3.3% | +103.2% | -99.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling