+13.9%
CAPR vs PENG
+597.2%
-583.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.4% | -7.7% | +1.4% |
| 7D | +41.1% | -19.4% | +60.5% | +47.1% |
| 30D | +11.1% | -42.4% | +53.5% | +25.1% |
| 3M | +115.3% | -25.6% | +141.0% | +124.4% |
| 6M | -73.8% | +7.3% | -81.1% | -77.6% |
| YTD | -68.8% | +113.9% | -182.7% | -78.9% |
| 1Y | +43.3% | +93.6% | -50.3% | -0.1% |
| 3Y | +214.7% | +170.2% | +44.5% | +83.1% |
| 5Y | +141.3% | +44.2% | +97.1% | +52.0% |
| All | +13.9% | +597.2% | -583.2% | -60.7% |
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 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