+518.2%
CEG vs PENG
+27.7%
+490.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.4% | -8.1% | +1.8% |
| 7D | -4.7% | -19.4% | +14.7% | -1.3% |
| 30D | -16.6% | -42.4% | +25.8% | -8.0% |
| 3M | -4.1% | -25.6% | +21.5% | -0.2% |
| 6M | -22.3% | +7.3% | -29.6% | -28.5% |
| YTD | -28.9% | +113.9% | -142.8% | -45.0% |
| 1Y | -28.5% | +93.6% | -122.0% | -43.4% |
| 3Y | +104.3% | +170.2% | -65.9% | +48.2% |
| All | +518.2% | +27.7% | +490.5% | +312.0% |
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