+118.5%
CHD vs PENG
+762.7%
-644.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.1% |
| 7D | -2.7% | +4.5% | -7.2% | -2.7% |
| 30D | -4.6% | -7.1% | +2.5% | -4.6% |
| 3M | +5.0% | -27.3% | +32.3% | +5.2% |
| 6M | -3.2% | +169.6% | -172.8% | -5.5% |
| YTD | +18.6% | +164.6% | -146.0% | +15.9% |
| 1Y | +4.8% | +109.5% | -104.6% | +2.7% |
| 3Y | +6.1% | +98.9% | -92.8% | +3.1% |
| 5Y | +24.0% | +116.3% | -92.3% | +18.6% |
| All | +118.5% | +762.7% | -644.2% | +91.2% |
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