+279.1%
CME vs PENG
+735.0%
-455.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +2.7% | +34.6% | -31.9% | +1.2% |
| 30D | +13.5% | -35.9% | +49.4% | +15.4% |
| 3M | +20.9% | -14.7% | +35.6% | +20.7% |
| 6M | +11.5% | +13.5% | -2.0% | +7.6% |
| YTD | +19.5% | +156.1% | -136.7% | +8.1% |
| 1Y | +17.2% | +141.3% | -124.1% | +6.4% |
| 3Y | +65.1% | +223.4% | -158.3% | +39.9% |
| 5Y | +73.1% | +67.4% | +5.7% | +51.1% |
| All | +279.1% | +735.0% | -455.9% | +178.1% |
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