+173.0%
CFG vs PENG
+689.3%
-516.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.6% |
| 7D | +3.2% | +13.2% | -10.0% | +0.6% |
| 30D | +5.1% | -29.9% | +35.1% | +10.5% |
| 3M | -11.2% | -22.2% | +11.0% | -9.8% |
| 6M | +9.6% | -1.9% | +11.4% | +1.1% |
| YTD | +15.0% | +142.1% | -127.2% | -15.0% |
| 1Y | +29.9% | +151.5% | -121.7% | -5.0% |
| 3Y | +192.1% | +206.9% | -14.8% | +91.7% |
| 5Y | +62.3% | +58.2% | +4.1% | +14.8% |
| All | +173.0% | +689.3% | -516.3% | +58.7% |
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