+57.1%
CG vs PENG
+101.4%
-44.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -2.8% |
| 7D | -4.3% | +4.5% | -8.9% | -5.2% |
| 30D | -5.1% | -7.1% | +2.0% | -4.2% |
| 3M | +8.7% | -27.3% | +35.9% | +11.5% |
| 6M | -9.2% | +169.6% | -178.8% | -34.1% |
| YTD | -18.9% | +164.6% | -183.5% | -41.1% |
| 1Y | -25.6% | +109.5% | -135.1% | -43.3% |
| All | +57.1% | +101.4% | -44.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling