+47.2%
CAPR vs PENG
+120.5%
-73.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.1% | +17.4% | +9.8% |
| 7D | +43.2% | -20.5% | +63.7% | +48.3% |
| 30D | +14.7% | -20.4% | +35.0% | +17.7% |
| 3M | +113.9% | -16.4% | +130.3% | +117.3% |
| 6M | -73.4% | +49.2% | -122.6% | -82.6% |
| YTD | -69.1% | +147.2% | -216.3% | -90.8% |
| 1Y | +47.2% | +124.7% | -77.5% | -50.6% |
| All | +47.2% | +120.5% | -73.3% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling