+1,509.5%
CLS vs PENG
+661.7%
+847.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.3% | -1.4% | +5.0% |
| 7D | -10.6% | -3.8% | -6.8% | -9.9% |
| 30D | -38.4% | -40.1% | +1.6% | -28.5% |
| 3M | -29.9% | -21.8% | -8.1% | -25.5% |
| 6M | -40.6% | +3.3% | -44.0% | -43.0% |
| YTD | -24.6% | +133.6% | -158.2% | -43.5% |
| 1Y | -30.8% | +110.7% | -141.5% | -46.4% |
| 3Y | +811.7% | +204.3% | +607.5% | +540.0% |
| 5Y | +1,838.4% | +54.4% | +1,784.1% | +1,363.5% |
| All | +1,509.5% | +661.7% | +847.9% | +955.8% |
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