+71.5%
CART vs PENG
+57.4%
+14.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -23.0% | +20.6% | -1.2% |
| 7D | +1.2% | -36.7% | +37.9% | +3.3% |
| 30D | +27.1% | -42.0% | +69.1% | +30.0% |
| 3M | +27.4% | -33.2% | +60.6% | +29.0% |
| 6M | +32.1% | +2.1% | +30.0% | +27.5% |
| YTD | +28.5% | +90.3% | -61.8% | +17.0% |
| 1Y | +58.8% | +67.7% | -8.9% | +45.9% |
| 3Y | +114.8% | +154.2% | -39.5% | +94.7% |
| All | +71.5% | +57.4% | +14.0% | +50.8% |
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