+104.9%
CB vs PENG
+68.7%
+36.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | +0.4% |
| 7D | -1.0% | +1.9% | -2.9% | -0.9% |
| 30D | +7.3% | -37.8% | +45.1% | +7.1% |
| 3M | +7.0% | -14.1% | +21.1% | +7.0% |
| 6M | +16.3% | +13.1% | +3.2% | +15.3% |
| YTD | +19.7% | +151.8% | -132.1% | +16.1% |
| 1Y | +27.8% | +136.0% | -108.2% | +24.1% |
| 3Y | +72.0% | +217.9% | -145.9% | +60.8% |
| 5Y | +104.9% | +64.1% | +40.8% | +95.9% |
| All | +104.9% | +68.7% | +36.2% | +95.9% |
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