+19.6%
CME vs PENG
+120.5%
-100.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.1% | +10.5% | +0.7% |
| 7D | +4.8% | -20.5% | +25.3% | +3.4% |
| 30D | +14.2% | -20.4% | +34.5% | +12.8% |
| 3M | +17.9% | -16.4% | +34.3% | +17.2% |
| 6M | +7.2% | +49.2% | -42.0% | +8.0% |
| YTD | +16.7% | +147.2% | -130.5% | +17.4% |
| 1Y | +19.6% | +124.7% | -105.1% | +19.7% |
| All | +19.6% | +120.5% | -100.9% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling