+210.1%
CB vs PENG
+520.3%
-310.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.0% | +22.3% | +0.4% |
| 7D | +2.6% | -36.7% | +39.3% | +4.5% |
| 30D | +11.2% | -42.0% | +53.2% | +13.5% |
| 3M | +5.7% | -33.2% | +38.9% | +6.9% |
| 6M | +15.9% | +2.1% | +13.8% | +11.9% |
| YTD | +20.2% | +90.3% | -70.1% | +10.1% |
| 1Y | +32.4% | +67.7% | -35.3% | +22.3% |
| 3Y | +75.5% | +154.2% | -78.7% | +50.9% |
| 5Y | +105.5% | +28.3% | +77.2% | +82.0% |
| All | +210.1% | +520.3% | -310.2% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling