+108.8%
PENG vs GWRE
-45.7%
+154.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -1.2% |
| 7D | +7.3% | -26.2% | +33.5% | +3.2% |
| 30D | -7.5% | -17.8% | +10.3% | -9.7% |
| 3M | -17.2% | +14.2% | -31.5% | -17.6% |
| 6M | +176.7% | -12.9% | +189.6% | +180.3% |
| YTD | +161.0% | -29.2% | +190.3% | +158.1% |
| 1Y | +108.8% | -44.4% | +153.3% | +173.8% |
| All | +108.8% | -45.7% | +154.6% | +173.8% |
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