+103.1%
CI vs PENG
+661.7%
-558.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | +0.1% |
| 7D | +0.1% | -3.8% | +3.9% | 0.0% |
| 30D | +4.7% | -40.1% | +44.8% | +7.6% |
| 3M | +5.2% | -21.8% | +27.0% | +5.7% |
| 6M | +3.8% | +3.3% | +0.5% | 0.0% |
| YTD | +9.2% | +133.6% | -124.4% | -3.0% |
| 1Y | +14.3% | +110.7% | -96.4% | +2.2% |
| 3Y | +8.4% | +204.3% | -195.8% | -10.8% |
| 5Y | +50.0% | +54.4% | -4.3% | +27.8% |
| All | +103.1% | +661.7% | -558.5% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling