-24.0%
CG vs PENG
+130.4%
-154.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.5% |
| 7D | +0.2% | +13.2% | -13.0% | -0.9% |
| 30D | +11.2% | -29.9% | +41.1% | +13.6% |
| 3M | -22.1% | -22.2% | +0.1% | -21.6% |
| 6M | -17.9% | -1.9% | -16.0% | -25.0% |
| YTD | -31.3% | +142.1% | -173.4% | -52.6% |
| 1Y | -24.0% | +151.5% | -175.5% | -48.2% |
| All | -24.0% | +130.4% | -154.3% | -48.2% |
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