+5.0%
GPC vs PENG
+42.1%
-37.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.4% | -13.7% | -2.0% |
| 7D | +1.6% | -19.4% | +21.0% | +2.6% |
| 30D | -2.1% | -42.4% | +40.3% | +0.7% |
| 3M | -6.8% | -25.6% | +18.8% | -6.1% |
| 6M | +18.6% | +7.3% | +11.3% | +12.2% |
| YTD | +2.7% | +113.9% | -111.2% | -10.6% |
| 1Y | +1.8% | +93.6% | -91.8% | -10.6% |
| 3Y | +1.1% | +170.2% | -169.2% | -18.1% |
| All | +5.0% | +42.1% | -37.1% | -11.8% |
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