+179.0%
CAH vs PENG
+184.4%
-5.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.9% | +1.8% |
| 7D | +8.5% | -19.4% | +27.9% | +8.0% |
| 30D | +17.0% | -42.4% | +59.4% | +15.9% |
| 3M | +14.6% | -25.6% | +40.2% | +14.0% |
| 6M | +42.5% | +7.3% | +35.3% | +41.4% |
| YTD | +33.5% | +113.9% | -80.4% | +31.0% |
| 1Y | +38.5% | +93.6% | -55.0% | +36.1% |
| 3Y | +179.0% | +170.2% | +8.8% | +184.7% |
| All | +179.0% | +184.4% | -5.4% | +184.7% |
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