+111.6%
CART vs PENG
+153.0%
-41.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -23.0% | +20.6% | -0.8% |
| 7D | +1.2% | -36.7% | +37.9% | +4.2% |
| 30D | +27.1% | -42.0% | +69.1% | +31.2% |
| 3M | +27.4% | -33.2% | +60.6% | +29.6% |
| 6M | +32.1% | +2.1% | +30.0% | +24.6% |
| YTD | +28.5% | +90.3% | -61.8% | +10.6% |
| 1Y | +58.8% | +67.7% | -8.9% | +38.7% |
| All | +111.6% | +153.0% | -41.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling