+579.5%
CEG vs PENG
+50.3%
+529.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.3% | -7.7% | +0.5% |
| 7D | +11.8% | +1.9% | +9.9% | +10.5% |
| 30D | -6.5% | -37.8% | +31.3% | +1.4% |
| 3M | -1.2% | -14.1% | +12.9% | -0.1% |
| 6M | -8.0% | +13.1% | -21.2% | -15.9% |
| YTD | -21.9% | +151.8% | -173.7% | -41.5% |
| 1Y | -21.4% | +136.0% | -157.4% | -40.4% |
| 3Y | +130.0% | +217.9% | -87.9% | +61.4% |
| All | +579.5% | +50.3% | +529.2% | +338.0% |
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 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