+176.7%
CAH vs PENG
+227.7%
-51.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.3% |
| 7D | +3.9% | +34.6% | -30.8% | +4.6% |
| 30D | +16.0% | -35.9% | +52.0% | +15.3% |
| 3M | +19.1% | -14.7% | +33.8% | +18.9% |
| 6M | +53.0% | +13.5% | +39.5% | +52.6% |
| YTD | +36.6% | +156.1% | -119.5% | +34.7% |
| 1Y | +37.4% | +141.3% | -103.9% | +35.6% |
| All | +176.7% | +227.7% | -51.0% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling