+273.2%
CMG vs PENG
+661.7%
-388.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.3% | -5.4% | +2.7% |
| 7D | +8.6% | -3.8% | +12.4% | +8.3% |
| 30D | +13.1% | -40.1% | +53.2% | +18.9% |
| 3M | +9.0% | -21.8% | +30.8% | +9.7% |
| 6M | +10.0% | +3.3% | +6.7% | +2.4% |
| YTD | -3.4% | +133.6% | -137.0% | -22.0% |
| 1Y | +16.8% | +110.7% | -93.9% | -4.4% |
| 3Y | -14.7% | +204.3% | -219.0% | -37.5% |
| 5Y | -1.5% | +54.4% | -55.9% | -23.8% |
| All | +273.2% | +661.7% | -388.4% | +149.2% |
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