+75.7%
CART vs PENG
+104.5%
-28.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.1% | +10.7% | +2.0% |
| 7D | +1.4% | -20.5% | +21.8% | +2.4% |
| 30D | +29.7% | -20.4% | +50.0% | +30.7% |
| 3M | +29.7% | -16.4% | +46.1% | +30.1% |
| 6M | +36.8% | +49.2% | -12.4% | +29.1% |
| YTD | +31.7% | +147.2% | -115.5% | +18.5% |
| 1Y | +62.4% | +124.7% | -62.3% | +47.0% |
| 3Y | +120.1% | +230.3% | -110.2% | +97.1% |
| All | +75.7% | +104.5% | -28.8% | +52.7% |
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 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