+236.4%
CME vs PENG
+762.7%
-526.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.6% |
| 7D | -1.6% | +4.5% | -6.1% | -1.8% |
| 30D | +6.2% | -7.1% | +13.3% | +6.5% |
| 3M | +10.4% | -27.3% | +37.7% | +11.2% |
| 6M | -9.5% | +169.6% | -179.1% | -17.5% |
| YTD | +6.0% | +164.6% | -158.6% | -3.4% |
| 1Y | +9.3% | +109.5% | -100.2% | +0.9% |
| 3Y | +57.7% | +98.9% | -41.3% | +39.9% |
| 5Y | +77.7% | +116.3% | -38.6% | +51.4% |
| All | +236.4% | +762.7% | -526.3% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling