-41.0%
CAG vs PENG
+56.5%
-97.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.0% |
| 7D | -3.3% | +13.2% | -16.6% | -2.7% |
| 30D | +7.7% | -29.9% | +37.6% | +6.7% |
| 3M | -3.2% | -22.2% | +19.1% | -3.5% |
| 6M | +7.0% | -1.9% | +8.8% | +7.4% |
| YTD | -9.0% | +142.1% | -151.1% | -7.4% |
| 1Y | -9.6% | +151.5% | -161.1% | -8.0% |
| 3Y | -36.0% | +206.9% | -242.9% | -34.8% |
| All | -41.0% | +56.5% | -97.5% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling