+26.7%
CFG vs PENG
+136.5%
-109.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +1.6% | +34.6% | -33.0% | +0.2% |
| 30D | +3.3% | -35.9% | +39.2% | +5.0% |
| 3M | -11.5% | -14.7% | +3.1% | -11.6% |
| 6M | +6.2% | +13.5% | -7.3% | +0.1% |
| YTD | +14.3% | +156.1% | -141.9% | -8.2% |
| 1Y | +26.7% | +141.3% | -114.6% | +2.8% |
| All | +26.7% | +136.5% | -109.8% | +2.8% |
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