+516.7%
CAH vs PENG
+56.5%
+460.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +1.1% |
| 7D | +3.5% | +13.2% | -9.8% | +3.4% |
| 30D | +13.5% | -29.9% | +43.4% | +13.8% |
| 3M | +21.8% | -22.2% | +44.1% | +21.8% |
| 6M | +51.5% | -1.9% | +53.4% | +49.5% |
| YTD | +38.1% | +142.1% | -104.0% | +30.9% |
| 1Y | +37.7% | +151.5% | -113.8% | +30.3% |
| 3Y | +179.6% | +206.9% | -27.3% | +154.1% |
| All | +516.7% | +56.5% | +460.2% | +444.2% |
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