-22.6%
GPN vs PENG
+56.2%
-78.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | -0.5% |
| 7D | -1.9% | -3.8% | +1.9% | -2.0% |
| 30D | +18.9% | -40.1% | +59.0% | +24.1% |
| 3M | +13.8% | -21.8% | +35.6% | +14.3% |
| 6M | +42.3% | +3.3% | +38.9% | +30.5% |
| YTD | +27.6% | +133.6% | -106.1% | -1.5% |
| 1Y | +30.3% | +110.7% | -80.4% | +2.4% |
| 3Y | -5.8% | +204.3% | -210.1% | -36.2% |
| 5Y | -22.6% | +54.4% | -77.0% | -46.1% |
| All | -22.6% | +56.2% | -78.8% | -46.1% |
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