+29.2%
CHD vs PENG
+209.7%
-180.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.2% |
| 7D | +3.6% | +13.2% | -9.6% | +4.2% |
| 30D | +10.4% | -29.9% | +40.3% | +9.3% |
| 3M | +12.2% | -22.2% | +34.4% | +11.6% |
| 6M | +19.9% | -1.9% | +21.8% | +20.3% |
| YTD | +36.4% | +142.1% | -105.7% | +39.5% |
| 1Y | +35.1% | +151.5% | -116.4% | +38.4% |
| 3Y | +29.2% | +206.9% | -177.8% | +31.1% |
| All | +29.2% | +209.7% | -180.6% | +31.1% |
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 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