+267.5%
CME vs PENG
+597.2%
-329.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.0% |
| 7D | +0.9% | -19.4% | +20.4% | +1.7% |
| 30D | +13.2% | -42.4% | +55.6% | +15.6% |
| 3M | +16.3% | -25.6% | +41.9% | +16.8% |
| 6M | +7.1% | +7.3% | -0.1% | +3.3% |
| YTD | +15.8% | +113.9% | -98.0% | +5.7% |
| 1Y | +17.1% | +93.6% | -76.5% | +7.4% |
| 3Y | +63.2% | +170.2% | -107.1% | +39.4% |
| 5Y | +70.2% | +44.2% | +26.0% | +49.3% |
| All | +267.5% | +597.2% | -329.7% | +171.9% |
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 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