+228.1%
CG vs PENG
+520.3%
-292.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -23.0% | +16.5% | -1.5% |
| 7D | -1.5% | -36.7% | +35.2% | +7.5% |
| 30D | +2.8% | -42.0% | +44.8% | +13.0% |
| 3M | -19.2% | -33.2% | +14.0% | -15.0% |
| 6M | -21.0% | +2.1% | -23.1% | -29.3% |
| YTD | -31.0% | +90.3% | -121.3% | -48.0% |
| 1Y | -21.1% | +67.7% | -88.7% | -38.8% |
| 3Y | +48.8% | +154.2% | -105.5% | -0.9% |
| 5Y | -21.5% | +28.3% | -49.8% | -42.8% |
| All | +228.1% | +520.3% | -292.2% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling