+33.7%
CFG vs PENG
+120.5%
-86.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.1% | +11.5% | +2.7% |
| 7D | +1.8% | -20.5% | +22.2% | +2.7% |
| 30D | +3.3% | -20.4% | +23.6% | +4.0% |
| 3M | -9.8% | -16.4% | +6.6% | -9.6% |
| 6M | +5.2% | +49.2% | -44.0% | -5.2% |
| YTD | +16.1% | +147.2% | -131.1% | -6.3% |
| 1Y | +33.7% | +124.7% | -91.0% | +9.8% |
| All | +33.7% | +120.5% | -86.8% | +9.8% |
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