+64.0%
CFG vs PENG
+31.0%
+32.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -23.0% | +19.9% | +0.5% |
| 7D | -2.2% | -36.7% | +34.5% | +4.3% |
| 30D | +0.4% | -42.0% | +42.4% | +7.7% |
| 3M | -12.6% | -33.2% | +20.6% | -9.1% |
| 6M | +0.6% | +2.1% | -1.5% | -9.1% |
| YTD | +12.4% | +90.3% | -77.8% | -13.0% |
| 1Y | +27.7% | +67.7% | -40.0% | +1.4% |
| 3Y | +172.4% | +154.2% | +18.1% | +82.9% |
| 5Y | +64.0% | +28.3% | +35.7% | +16.7% |
| All | +64.0% | +31.0% | +32.9% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling