+14.5%
GS vs PENG
+99.6%
-85.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.8% |
| 7D | +1.6% | -16.1% | +17.6% | +3.7% |
| 30D | +1.7% | -41.5% | +43.1% | +9.1% |
| 3M | -11.6% | -19.1% | +7.5% | -10.7% |
| 6M | -1.9% | +0.9% | -2.8% | -8.3% |
| YTD | +5.1% | +128.2% | -123.2% | -21.2% |
| All | +14.5% | +99.6% | -85.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling