-44.8%
GPN vs PENG
+107.7%
-152.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -0.7% | +7.8% | -8.5% | -1.7% |
| 30D | +3.8% | -12.2% | +16.0% | +5.3% |
| 3M | +39.2% | -20.6% | +59.8% | +39.3% |
| 6M | +17.9% | +180.9% | -163.1% | -8.6% |
| YTD | +16.4% | +162.3% | -145.9% | -9.1% |
| 1Y | +3.6% | +107.3% | -103.6% | -16.1% |
| 3Y | -26.7% | +110.8% | -137.4% | -46.0% |
| 5Y | -44.8% | +117.8% | -162.6% | -61.9% |
| All | -44.8% | +107.7% | -152.5% | -61.9% |
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