+51.2%
CG vs PENG
+153.0%
-101.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -23.0% | +16.5% | -2.3% |
| 7D | -1.5% | -36.7% | +35.2% | +6.1% |
| 30D | +2.8% | -42.0% | +44.8% | +11.4% |
| 3M | -19.2% | -33.2% | +14.0% | -15.8% |
| 6M | -21.0% | +2.1% | -23.1% | -32.0% |
| YTD | -31.0% | +90.3% | -121.3% | -51.9% |
| 1Y | -21.1% | +67.7% | -88.7% | -43.1% |
| All | +51.2% | +153.0% | -101.9% | -14.8% |
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 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