-5.6%
CAG vs PENG
+120.5%
-126.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.1% | +15.1% | +5.0% |
| 7D | +9.7% | -20.5% | +30.2% | +7.6% |
| 30D | +15.8% | -20.4% | +36.1% | +14.1% |
| 3M | +1.8% | -16.4% | +18.2% | +1.0% |
| 6M | +11.5% | +49.2% | -37.7% | +11.5% |
| YTD | -6.7% | +147.2% | -153.9% | -5.4% |
| 1Y | -5.6% | +124.7% | -130.3% | -4.8% |
| All | -5.6% | +120.5% | -126.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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