+53.1%
CNH vs PENG
+661.7%
-608.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.3% | +1.6% | +9.2% |
| 7D | +8.6% | -3.8% | +12.3% | +8.5% |
| 30D | +12.6% | -40.1% | +52.6% | +21.4% |
| 3M | +17.5% | -21.8% | +39.3% | +19.2% |
| 6M | +18.1% | +3.3% | +14.8% | +9.4% |
| YTD | +40.4% | +133.6% | -93.3% | +8.9% |
| 1Y | +34.0% | +110.7% | -76.7% | +5.7% |
| 3Y | +35.3% | +204.3% | -169.0% | -6.7% |
| 5Y | -5.1% | +54.4% | -59.5% | -29.8% |
| All | +53.1% | +661.7% | -608.6% | -7.4% |
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