+109.5%
PENG vs GWRE
-25.4%
+134.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -19.9% | +26.4% | +3.9% |
| 7D | +4.5% | -21.1% | +25.6% | +1.9% |
| 30D | -7.1% | +1.3% | -8.4% | -6.9% |
| 3M | -27.3% | +7.4% | -34.7% | -25.0% |
| 6M | +169.6% | +5.6% | +164.0% | +175.2% |
| YTD | +164.6% | -19.2% | +183.8% | +168.6% |
| 1Y | +109.5% | -25.1% | +134.6% | +115.5% |
| All | +109.5% | -25.4% | +134.9% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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