+5.9%
GPN vs PENG
+762.7%
-756.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.2% |
| 7D | +0.8% | +4.5% | -3.8% | +0.1% |
| 30D | +5.8% | -7.1% | +12.9% | +6.7% |
| 3M | +37.0% | -27.3% | +64.3% | +39.0% |
| 6M | +20.1% | +169.6% | -149.4% | -6.3% |
| YTD | +20.4% | +164.6% | -144.2% | -6.3% |
| 1Y | +7.4% | +109.5% | -102.1% | -13.4% |
| 3Y | -26.1% | +98.9% | -125.0% | -44.6% |
| 5Y | -38.5% | +116.3% | -154.8% | -56.5% |
| All | +5.9% | +762.7% | -756.8% | -37.9% |
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 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