+42.8%
CL vs PENG
+31.0%
+11.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.0% | +22.9% | -0.8% |
| 7D | +5.9% | -36.7% | +42.6% | +4.7% |
| 30D | +13.8% | -42.0% | +55.8% | +12.3% |
| 3M | +6.4% | -33.2% | +39.6% | +5.5% |
| 6M | +15.6% | +2.1% | +13.5% | +14.9% |
| YTD | +27.9% | +90.3% | -62.4% | +27.7% |
| 1Y | +31.4% | +67.7% | -36.3% | +31.0% |
| 3Y | +41.4% | +154.2% | -112.9% | +39.8% |
| 5Y | +42.8% | +28.3% | +14.5% | +38.9% |
| All | +42.8% | +31.0% | +11.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling