+492.6%
CF vs PENG
+762.7%
-270.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.7% | -3.9% |
| 7D | +6.0% | +4.5% | +1.5% | +5.4% |
| 30D | +14.8% | -7.1% | +22.0% | +15.4% |
| 3M | +14.1% | -27.3% | +41.3% | +15.6% |
| 6M | +28.5% | +169.6% | -141.1% | +8.0% |
| YTD | +74.9% | +164.6% | -89.7% | +46.7% |
| 1Y | +61.7% | +109.5% | -47.8% | +39.3% |
| 3Y | +80.3% | +98.9% | -18.6% | +45.8% |
| 5Y | +226.0% | +116.3% | +109.7% | +148.3% |
| All | +492.6% | +762.7% | -270.1% | +295.9% |
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