-22.3%
CG vs PENG
+88.9%
-111.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.0% | -1.6% |
| 7D | -1.2% | -19.4% | +18.3% | +0.1% |
| 30D | +5.0% | -42.4% | +47.4% | +9.1% |
| 3M | -18.2% | -25.6% | +7.4% | -17.5% |
| 6M | -20.7% | +7.3% | -28.0% | -30.2% |
| YTD | -31.4% | +113.9% | -145.3% | -50.5% |
| 1Y | -22.3% | +93.6% | -115.8% | -42.8% |
| All | -22.3% | +88.9% | -111.2% | -42.8% |
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