+12.0%
CARR vs PENG
+107.7%
-95.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +3.2% | +7.8% | -4.5% | +1.8% |
| 30D | -7.7% | -12.2% | +4.5% | -5.6% |
| 3M | -11.9% | -20.6% | +8.7% | -10.5% |
| 6M | +2.0% | +180.9% | -178.9% | -22.3% |
| YTD | +13.2% | +162.3% | -149.1% | -13.1% |
| 1Y | -8.5% | +107.3% | -115.8% | -26.9% |
| 3Y | +5.0% | +110.8% | -105.8% | -23.4% |
| 5Y | +12.0% | +117.8% | -105.9% | -22.0% |
| All | +12.0% | +107.7% | -95.7% | -22.0% |
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