+11.8%
CG vs PENG
+115.2%
-103.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -3.3% |
| 7D | -4.3% | +4.5% | -8.9% | -5.5% |
| 30D | -5.1% | -7.1% | +2.0% | -3.9% |
| 3M | +8.7% | -27.3% | +35.9% | +12.1% |
| 6M | -9.2% | +169.6% | -178.8% | -39.5% |
| YTD | -18.9% | +164.6% | -183.5% | -45.9% |
| 1Y | -25.6% | +109.5% | -135.1% | -47.3% |
| 3Y | +57.3% | +98.9% | -41.7% | +0.8% |
| All | +11.8% | +115.2% | -103.5% | -30.1% |
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