-28.2%
CIFR vs PENG
+291.0%
-319.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +10.3% | -1.4% | +3.9% |
| 7D | +9.4% | +1.9% | +7.5% | +8.3% |
| 30D | -45.3% | -37.8% | -7.5% | -31.4% |
| 3M | -58.7% | -14.1% | -44.6% | -55.9% |
| 6M | -64.9% | +13.1% | -78.1% | -67.7% |
| YTD | -51.8% | +151.8% | -203.6% | -68.5% |
| 1Y | -61.9% | +136.0% | -197.9% | -74.3% |
| 3Y | +138.6% | +217.9% | -79.4% | +38.6% |
| 5Y | -13.0% | +64.1% | -77.1% | -46.1% |
| All | -28.2% | +291.0% | -319.2% | -57.7% |
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