+467.4%
GS vs PENG
+762.7%
-295.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -1.2% |
| 7D | +0.9% | +4.5% | -3.6% | +0.1% |
| 30D | -1.6% | -7.1% | +5.5% | -0.5% |
| 3M | -4.5% | -27.3% | +22.8% | -1.4% |
| 6M | +20.9% | +169.6% | -148.7% | -4.8% |
| YTD | +19.9% | +164.6% | -144.7% | -5.6% |
| 1Y | +41.4% | +109.5% | -68.1% | +15.6% |
| 3Y | +239.2% | +98.9% | +140.2% | +159.0% |
| 5Y | +185.0% | +116.3% | +68.8% | +105.4% |
| All | +467.4% | +762.7% | -295.3% | +234.8% |
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