+200.7%
CAPR vs PENG
+153.0%
+47.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.0% | +19.4% | +1.0% |
| 7D | +29.7% | -36.7% | +66.4% | +40.5% |
| 30D | +11.0% | -42.0% | +53.0% | +21.2% |
| 3M | +118.8% | -33.2% | +152.0% | +131.1% |
| 6M | -73.9% | +2.1% | -76.0% | -77.6% |
| YTD | -70.2% | +90.3% | -160.5% | -80.2% |
| 1Y | +38.3% | +67.7% | -29.4% | -4.1% |
| All | +200.7% | +153.0% | +47.7% | +54.5% |
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