+600.3%
GRMN vs PENG
+597.2%
+3.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -1.7% |
| 7D | +4.7% | -19.4% | +24.2% | +6.6% |
| 30D | +3.4% | -42.4% | +45.8% | +9.0% |
| 3M | -5.0% | -25.6% | +20.6% | -3.7% |
| 6M | +18.6% | +7.3% | +11.3% | +10.8% |
| YTD | +42.5% | +113.9% | -71.4% | +19.4% |
| 1Y | +42.3% | +93.6% | -51.3% | +20.7% |
| 3Y | +158.5% | +170.2% | -11.8% | +101.4% |
| 5Y | +123.6% | +44.2% | +79.4% | +80.3% |
| All | +600.3% | +597.2% | +3.1% | +383.7% |
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