+214.7%
CAPR vs PENG
+184.4%
+30.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.4% | -7.7% | +2.2% |
| 7D | +41.1% | -19.4% | +60.5% | +45.6% |
| 30D | +11.1% | -42.4% | +53.5% | +21.8% |
| 3M | +115.3% | -25.6% | +141.0% | +122.4% |
| 6M | -73.8% | +7.3% | -81.1% | -77.5% |
| YTD | -68.8% | +113.9% | -182.7% | -79.8% |
| 1Y | +43.3% | +93.6% | -50.3% | -3.5% |
| 3Y | +214.7% | +170.2% | +44.5% | +57.9% |
| All | +214.7% | +184.4% | +30.3% | +57.9% |
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