+72.5%
CART vs PENG
+76.9%
-4.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -0.1% |
| 7D | +3.0% | -19.4% | +22.4% | +3.8% |
| 30D | +28.6% | -42.4% | +70.9% | +31.6% |
| 3M | +29.1% | -25.6% | +54.7% | +30.0% |
| 6M | +44.7% | +7.3% | +37.4% | +39.5% |
| YTD | +29.2% | +113.9% | -84.6% | +17.0% |
| 1Y | +66.2% | +93.6% | -27.4% | +51.3% |
| 3Y | +112.8% | +170.2% | -57.4% | +90.8% |
| All | +72.5% | +76.9% | -4.5% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling