+45.3%
CDE vs PENG
+689.3%
-644.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.2% | -0.9% |
| 7D | -9.6% | +13.2% | -22.9% | -12.4% |
| 30D | -6.7% | -29.9% | +23.3% | -0.4% |
| 3M | -24.2% | -22.2% | -2.0% | -22.2% |
| 6M | -29.1% | -1.9% | -27.2% | -34.1% |
| YTD | -21.5% | +142.1% | -163.6% | -43.0% |
| 1Y | -7.4% | +151.5% | -158.9% | -33.4% |
| 3Y | +596.3% | +206.9% | +389.4% | +354.2% |
| 5Y | +95.7% | +58.2% | +37.5% | +35.9% |
| All | +45.3% | +689.3% | -644.0% | -34.5% |
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