+156.7%
GS vs PENG
+72.0%
+84.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.1% | +12.7% | +5.2% |
| 7D | +0.3% | -20.5% | +20.8% | +4.0% |
| 30D | +3.9% | -20.4% | +24.2% | +6.8% |
| 3M | -11.4% | -16.4% | +5.0% | -10.3% |
| 6M | +3.7% | +49.2% | -45.5% | -9.4% |
| YTD | +7.1% | +147.2% | -140.1% | -16.4% |
| 1Y | +19.7% | +124.7% | -105.0% | -5.1% |
| 3Y | +202.8% | +230.3% | -27.4% | +111.8% |
| 5Y | +156.7% | +71.4% | +85.3% | +85.2% |
| All | +156.7% | +72.0% | +84.7% | +85.2% |
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 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