-28.5%
CEG vs PENG
+88.9%
-117.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.4% | -8.1% | +2.4% |
| 7D | -4.7% | -19.4% | +14.7% | -2.1% |
| 30D | -16.6% | -42.4% | +25.8% | -10.3% |
| 3M | -4.1% | -25.6% | +21.5% | -0.8% |
| 6M | -22.3% | +7.3% | -29.6% | -25.8% |
| YTD | -28.9% | +113.9% | -142.8% | -40.3% |
| 1Y | -28.5% | +93.6% | -122.0% | -38.0% |
| All | -28.5% | +88.9% | -117.4% | -38.0% |
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 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