+441.9%
CARR vs PENG
+502.6%
-60.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | -0.2% |
| 7D | +1.6% | +4.5% | -3.0% | +0.7% |
| 30D | -8.7% | -7.1% | -1.6% | -7.8% |
| 3M | -12.6% | -27.3% | +14.7% | -9.9% |
| 6M | -1.5% | +169.6% | -171.1% | -23.6% |
| YTD | +14.3% | +164.6% | -150.3% | -11.5% |
| 1Y | -4.6% | +109.5% | -114.1% | -23.2% |
| 3Y | +7.3% | +98.9% | -91.6% | -19.5% |
| 5Y | +11.6% | +116.3% | -104.6% | -21.3% |
| All | +441.9% | +502.6% | -60.6% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling