-41.6%
CAG vs PENG
+661.7%
-703.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.3% | -8.9% | +0.4% |
| 7D | +4.6% | -3.8% | +8.4% | +4.6% |
| 30D | +14.7% | -40.1% | +54.7% | +14.7% |
| 3M | +2.4% | -21.8% | +24.2% | +2.3% |
| 6M | +10.7% | +3.3% | +7.4% | +9.6% |
| YTD | -5.5% | +133.6% | -139.2% | -8.1% |
| 1Y | -4.6% | +110.7% | -115.3% | -7.0% |
| 3Y | -34.4% | +204.3% | -238.7% | -37.5% |
| 5Y | -39.2% | +54.4% | -93.5% | -41.5% |
| All | -41.6% | +661.7% | -703.3% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling