+623.0%
PENG vs GWRE
+119.5%
+503.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.2% |
| 7D | 0.0% | -30.9% | +30.9% | +13.8% |
| 30D | -15.2% | -20.7% | +5.5% | -9.6% |
| 3M | -16.9% | +20.2% | -37.1% | -30.2% |
| 6M | +161.5% | -11.9% | +173.4% | +148.7% |
| YTD | +148.6% | -30.3% | +178.9% | +162.9% |
| 1Y | +89.6% | -44.6% | +134.3% | +127.3% |
| 3Y | +99.8% | +48.8% | +51.0% | +19.0% |
| 5Y | +100.9% | +14.8% | +86.1% | +37.2% |
| All | +623.0% | +119.5% | +503.5% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling