+109.9%
CI vs PENG
+705.8%
-595.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.1% | +12.5% | +4.0% |
| 7D | +3.5% | -20.5% | +24.0% | +5.0% |
| 30D | +12.6% | -20.4% | +32.9% | +13.7% |
| 3M | +12.1% | -16.4% | +28.5% | +12.4% |
| 6M | +10.6% | +49.2% | -38.7% | +3.4% |
| YTD | +12.8% | +147.2% | -134.3% | +0.2% |
| 1Y | +18.0% | +124.7% | -106.7% | +5.4% |
| 3Y | +4.2% | +230.3% | -226.1% | -14.7% |
| 5Y | +57.2% | +71.4% | -14.2% | +32.8% |
| All | +109.9% | +705.8% | -595.9% | +44.9% |
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