+101.8%
CI vs PENG
+597.2%
-495.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -3.4% |
| 7D | -1.6% | -19.4% | +17.9% | -0.5% |
| 30D | +5.4% | -42.4% | +47.8% | +8.7% |
| 3M | +7.3% | -25.6% | +32.9% | +8.1% |
| 6M | +5.3% | +7.3% | -2.0% | +0.9% |
| YTD | +8.5% | +113.9% | -105.4% | -3.0% |
| 1Y | +17.1% | +93.6% | -76.5% | +5.4% |
| 3Y | +1.4% | +170.2% | -168.8% | -15.8% |
| 5Y | +50.5% | +44.2% | +6.3% | +28.5% |
| All | +101.8% | +597.2% | -495.4% | +40.3% |
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