+79.1%
CME vs PENG
+115.2%
-36.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.2% |
| 7D | -1.6% | +4.5% | -6.1% | -1.5% |
| 30D | +6.2% | -7.1% | +13.3% | +6.2% |
| 3M | +10.4% | -27.3% | +37.7% | +10.3% |
| 6M | -9.5% | +169.6% | -179.1% | -10.2% |
| YTD | +6.0% | +164.6% | -158.6% | +5.3% |
| 1Y | +9.3% | +109.5% | -100.2% | +8.6% |
| 3Y | +57.7% | +98.9% | -41.3% | +55.5% |
| All | +79.1% | +115.2% | -36.1% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling