+104.1%
CI vs PENG
+689.3%
-585.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.6% |
| 7D | +1.2% | +13.2% | -12.1% | +0.3% |
| 30D | +2.6% | -29.9% | +32.5% | +4.4% |
| 3M | +7.4% | -22.2% | +29.7% | +8.0% |
| 6M | -0.1% | -1.9% | +1.8% | -3.3% |
| YTD | +9.7% | +142.1% | -132.4% | -2.8% |
| 1Y | +12.1% | +151.5% | -139.4% | -1.1% |
| 3Y | +7.0% | +206.9% | -199.9% | -11.9% |
| 5Y | +49.7% | +58.2% | -8.5% | +27.4% |
| All | +104.1% | +689.3% | -585.2% | +40.7% |
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