-1.8%
CARR vs PENG
+120.5%
-122.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.1% | +9.6% | +1.5% |
| 7D | -0.7% | -20.5% | +19.8% | +1.7% |
| 30D | +0.3% | -20.4% | +20.7% | +2.0% |
| 3M | -14.9% | -16.4% | +1.5% | -14.4% |
| 6M | -14.9% | +49.2% | -64.1% | -23.5% |
| YTD | +7.0% | +147.2% | -140.2% | -13.4% |
| 1Y | -1.8% | +124.7% | -126.4% | -19.5% |
| All | -1.8% | +120.5% | -122.2% | -19.5% |
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 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