-31.9%
CEG vs PENG
+120.5%
-152.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.1% | +2.4% | -5.3% |
| 7D | -4.8% | -20.5% | +15.7% | -1.6% |
| 30D | -8.2% | -20.4% | +12.2% | -5.2% |
| 3M | -7.9% | -16.4% | +8.5% | -6.0% |
| 6M | -23.2% | +49.2% | -72.5% | -30.7% |
| YTD | -30.1% | +147.2% | -177.3% | -42.6% |
| 1Y | -31.9% | +124.7% | -156.6% | -42.4% |
| All | -31.9% | +120.5% | -152.4% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling