-14.1%
CG vs PENG
+120.5%
-134.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.1% | +13.6% | +5.1% |
| 7D | +9.4% | -20.5% | +29.9% | +11.0% |
| 30D | +8.7% | -20.4% | +29.1% | +9.9% |
| 3M | -15.0% | -16.4% | +1.4% | -14.8% |
| 6M | -13.2% | +49.2% | -62.4% | -27.9% |
| YTD | -26.2% | +147.2% | -173.3% | -47.1% |
| 1Y | -14.1% | +124.7% | -138.8% | -37.3% |
| All | -14.1% | +120.5% | -134.6% | -37.3% |
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