+187.4%
CEG vs PENG
+101.4%
+86.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.4% | -1.6% | +3.6% |
| 7D | +8.0% | +4.5% | +3.5% | +7.1% |
| 30D | +12.9% | -7.1% | +20.0% | +14.2% |
| 3M | +13.2% | -27.3% | +40.4% | +16.9% |
| 6M | -7.0% | +169.6% | -176.6% | -31.1% |
| YTD | -15.0% | +164.6% | -179.6% | -37.1% |
| 1Y | -2.7% | +109.5% | -112.2% | -24.5% |
| All | +187.4% | +101.4% | +86.0% | +107.6% |
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