+11.7%
GS vs PENG
+73.0%
-61.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -23.0% | +16.7% | -2.8% |
| 7D | -6.3% | -36.7% | +30.4% | -0.2% |
| 30D | -3.1% | -42.0% | +38.9% | +3.8% |
| 3M | -17.7% | -33.2% | +15.6% | -14.2% |
| 6M | -4.6% | +2.1% | -6.7% | -11.3% |
| YTD | +0.3% | +90.3% | -90.0% | -20.9% |
| 1Y | +11.7% | +67.7% | -55.9% | -9.2% |
| All | +11.7% | +73.0% | -61.2% | -9.2% |
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