+48.2%
CL vs PENG
+762.7%
-714.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -1.5% |
| 7D | -2.2% | +4.5% | -6.7% | -2.2% |
| 30D | -4.8% | -7.1% | +2.3% | -4.8% |
| 3M | +4.9% | -27.3% | +32.2% | +5.1% |
| 6M | -5.7% | +169.6% | -175.3% | -8.6% |
| YTD | +14.4% | +164.6% | -150.2% | +10.8% |
| 1Y | +8.7% | +109.5% | -100.7% | +5.8% |
| 3Y | +30.0% | +98.9% | -68.9% | +24.9% |
| 5Y | +28.4% | +116.3% | -87.9% | +21.1% |
| All | +48.2% | +762.7% | -714.5% | +26.0% |
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 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