+169.6%
PENG vs GWRE
+8.1%
+161.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -19.9% | +26.4% | +1.7% |
| 7D | +4.5% | -21.1% | +25.6% | -0.5% |
| 30D | -7.1% | +1.3% | -8.4% | -5.9% |
| 3M | -27.3% | +7.4% | -34.7% | -21.5% |
| 6M | +169.6% | +5.6% | +164.0% | +186.3% |
| All | +169.6% | +8.1% | +161.5% | +186.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling