+92.6%
CAPR vs PENG
+115.2%
-22.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | -0.1% |
| 7D | -2.0% | +4.5% | -6.5% | -3.0% |
| 30D | +139.2% | -7.1% | +146.3% | +143.1% |
| 3M | -66.4% | -27.3% | -39.1% | -65.1% |
| 6M | -63.1% | +169.6% | -232.7% | -74.1% |
| YTD | -67.4% | +164.6% | -232.1% | -77.3% |
| 1Y | +58.2% | +109.5% | -51.2% | +16.2% |
| 3Y | +42.2% | +98.9% | -56.7% | -2.4% |
| All | +92.6% | +115.2% | -22.6% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling