-21.5%
CG vs PENG
+56.5%
-78.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +2.3% |
| 7D | +0.2% | +13.2% | -13.0% | -2.9% |
| 30D | +11.2% | -29.9% | +41.1% | +18.1% |
| 3M | -22.1% | -22.2% | +0.1% | -20.8% |
| 6M | -17.9% | -1.9% | -16.0% | -27.1% |
| YTD | -31.3% | +142.1% | -173.4% | -55.4% |
| 1Y | -24.0% | +151.5% | -175.5% | -51.3% |
| 3Y | +45.0% | +206.9% | -162.0% | -20.4% |
| All | -21.5% | +56.5% | -78.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling