+66.2%
CART vs PENG
+88.9%
-22.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | +0.5% |
| 7D | +3.0% | -19.4% | +22.4% | +3.0% |
| 30D | +28.6% | -42.4% | +70.9% | +28.4% |
| 3M | +29.1% | -25.6% | +54.7% | +29.1% |
| 6M | +44.7% | +7.3% | +37.4% | +43.9% |
| YTD | +29.2% | +113.9% | -84.6% | +29.3% |
| 1Y | +66.2% | +93.6% | -27.4% | +63.9% |
| All | +66.2% | +88.9% | -22.8% | +63.9% |
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