+286.0%
CMG vs PENG
+755.0%
-469.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.5% | +7.8% | -9.3% | -2.5% |
| 30D | +12.7% | -12.2% | +24.9% | +14.3% |
| 3M | +26.3% | -20.6% | +46.9% | +27.1% |
| 6M | +4.5% | +180.9% | -176.4% | -15.4% |
| YTD | -0.1% | +162.3% | -162.4% | -18.7% |
| 1Y | -6.8% | +107.3% | -114.1% | -21.8% |
| 3Y | -5.0% | +110.8% | -115.8% | -26.0% |
| 5Y | -3.0% | +117.8% | -120.9% | -27.2% |
| All | +286.0% | +755.0% | -469.0% | +159.9% |
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