+85.8%
GPC vs PENG
+705.8%
-620.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.1% | +10.8% | +2.6% |
| 7D | +4.1% | -20.5% | +24.6% | +6.2% |
| 30D | +0.1% | -20.4% | +20.5% | +1.6% |
| 3M | -3.9% | -16.4% | +12.5% | -3.4% |
| 6M | +24.4% | +49.2% | -24.8% | +12.9% |
| YTD | +5.7% | +147.2% | -141.5% | -10.6% |
| 1Y | +6.8% | +124.7% | -117.9% | -8.9% |
| 3Y | +3.8% | +230.3% | -226.5% | -19.3% |
| 5Y | +9.2% | +71.4% | -62.2% | -11.6% |
| All | +85.8% | +705.8% | -620.1% | +31.0% |
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