+193.8%
CFG vs PENG
+762.7%
-568.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -1.4% |
| 7D | +1.5% | +4.5% | -3.0% | +0.6% |
| 30D | -3.8% | -7.1% | +3.3% | -2.7% |
| 3M | +11.5% | -27.3% | +38.7% | +14.2% |
| 6M | +19.2% | +169.6% | -150.4% | -10.5% |
| YTD | +23.7% | +164.6% | -140.9% | -7.3% |
| 1Y | +38.8% | +109.5% | -70.6% | +8.7% |
| 3Y | +178.9% | +98.9% | +80.0% | +101.5% |
| 5Y | +101.8% | +116.3% | -14.5% | +36.5% |
| All | +193.8% | +762.7% | -568.9% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling