+36.8%
CART vs PENG
+54.5%
-17.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.1% | +10.7% | +1.5% |
| 7D | +1.4% | -20.5% | +21.8% | +1.2% |
| 30D | +29.7% | -20.4% | +50.0% | +29.5% |
| 3M | +29.7% | -16.4% | +46.1% | +29.8% |
| 6M | +36.8% | +49.2% | -12.4% | +32.0% |
| All | +36.8% | +54.5% | -17.7% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling