+65.2%
CAPR vs PENG
+130.4%
-65.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -5.7% |
| 7D | +5.9% | +13.2% | -7.3% | +3.7% |
| 30D | +44.6% | -29.9% | +74.5% | +52.7% |
| 3M | +126.4% | -22.2% | +148.6% | +132.3% |
| 6M | -68.6% | -1.9% | -66.7% | -72.7% |
| YTD | -67.0% | +142.1% | -209.1% | -93.7% |
| 1Y | +65.2% | +151.5% | -86.3% | -84.6% |
| All | +65.2% | +130.4% | -65.2% | -84.6% |
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