+5.5%
GPC vs PENG
+31.0%
-25.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -23.0% | +21.5% | -0.2% |
| 7D | +1.7% | -36.7% | +38.4% | +4.2% |
| 30D | -2.3% | -42.0% | +39.7% | +0.3% |
| 3M | -4.5% | -33.2% | +28.7% | -3.2% |
| 6M | +21.6% | +2.1% | +19.4% | +15.0% |
| YTD | +4.0% | +90.3% | -86.2% | -8.7% |
| 1Y | +3.5% | +67.7% | -64.2% | -8.1% |
| 3Y | +2.1% | +154.2% | -152.1% | -17.2% |
| 5Y | +5.5% | +28.3% | -22.8% | -10.9% |
| All | +5.5% | +31.0% | -25.6% | -10.9% |
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 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