+669.7%
PENG vs GWRE
+154.5%
+515.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -19.9% | +26.4% | +14.4% |
| 7D | +4.5% | -21.1% | +25.6% | +13.0% |
| 30D | -7.1% | +1.3% | -8.4% | -10.3% |
| 3M | -27.3% | +7.4% | -34.7% | -34.2% |
| 6M | +169.6% | +5.6% | +164.0% | +136.8% |
| YTD | +164.6% | -19.2% | +183.8% | +164.3% |
| 1Y | +109.5% | -25.1% | +134.6% | +113.3% |
| 3Y | +98.9% | +87.7% | +11.2% | +5.3% |
| 5Y | +116.3% | +32.0% | +84.2% | +40.1% |
| All | +669.7% | +154.5% | +515.2% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling