+18.8%
CI vs PENG
+73.0%
-54.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.0% | +21.7% | -2.0% |
| 7D | +1.0% | -36.7% | +37.7% | -0.3% |
| 30D | +9.9% | -42.0% | +51.9% | +8.2% |
| 3M | +12.1% | -33.2% | +45.3% | +11.0% |
| 6M | +10.6% | +2.1% | +8.5% | +7.7% |
| YTD | +11.4% | +90.3% | -78.9% | +4.8% |
| 1Y | +18.8% | +67.7% | -48.9% | +10.0% |
| All | +18.8% | +73.0% | -54.2% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling