+175.9%
CFG vs PENG
+153.0%
+22.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -23.0% | +19.9% | -0.4% |
| 7D | -2.2% | -36.7% | +34.5% | +2.7% |
| 30D | +0.4% | -42.0% | +42.4% | +5.9% |
| 3M | -12.6% | -33.2% | +20.6% | -9.9% |
| 6M | +0.6% | +2.1% | -1.5% | -8.7% |
| YTD | +12.4% | +90.3% | -77.8% | -11.9% |
| 1Y | +27.7% | +67.7% | -40.0% | +2.6% |
| All | +175.9% | +153.0% | +22.8% | +65.7% |
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 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