+327.1%
CAH vs PENG
+755.0%
-427.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +0.5% | +7.8% | -7.3% | -0.1% |
| 30D | +1.7% | -12.2% | +13.9% | +2.5% |
| 3M | +17.9% | -20.6% | +38.5% | +18.3% |
| 6M | +10.9% | +180.9% | -170.0% | -0.7% |
| YTD | +17.9% | +162.3% | -144.4% | +5.8% |
| 1Y | +61.7% | +107.3% | -45.6% | +47.4% |
| 3Y | +183.7% | +110.8% | +73.0% | +146.4% |
| 5Y | +401.3% | +117.8% | +283.5% | +320.9% |
| All | +327.1% | +755.0% | -427.9% | +201.8% |
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