+4.4%
CARR vs PENG
+50.3%
-45.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -4.3% | -16.1% | +11.8% | -2.0% |
| 30D | -4.2% | -41.5% | +37.3% | +3.9% |
| 3M | -16.1% | -19.1% | +3.0% | -15.3% |
| 6M | -20.1% | +0.9% | -21.0% | -25.8% |
| YTD | +1.9% | +128.2% | -126.3% | -22.2% |
| 1Y | -6.1% | +98.6% | -104.6% | -26.3% |
| 3Y | +7.3% | +188.2% | -180.9% | -27.4% |
| 5Y | +4.4% | +55.5% | -51.1% | -25.6% |
| All | +4.4% | +50.3% | -45.9% | -25.6% |
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