+73.0%
CF vs PENG
+101.4%
-28.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.7% | -3.2% |
| 7D | +6.0% | +4.5% | +1.5% | +6.1% |
| 30D | +14.8% | -7.1% | +22.0% | +14.8% |
| 3M | +14.1% | -27.3% | +41.3% | +14.2% |
| 6M | +28.5% | +169.6% | -141.1% | +26.1% |
| YTD | +74.9% | +164.6% | -89.7% | +71.5% |
| 1Y | +61.7% | +109.5% | -47.8% | +60.0% |
| All | +73.0% | +101.4% | -28.4% | +71.4% |
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