+95.9%
CEG vs PENG
+153.0%
-57.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -23.0% | +20.5% | +2.7% |
| 7D | -9.4% | -36.7% | +27.3% | -0.6% |
| 30D | -20.2% | -42.0% | +21.8% | -11.2% |
| 3M | -9.5% | -33.2% | +23.7% | -3.0% |
| 6M | -25.0% | +2.1% | -27.1% | -32.4% |
| YTD | -31.9% | +90.3% | -122.1% | -50.0% |
| 1Y | -33.7% | +67.7% | -101.3% | -49.4% |
| All | +95.9% | +153.0% | -57.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling