+13.8%
CNH vs PENG
+88.9%
-75.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.4% | -9.6% | +1.7% |
| 7D | -1.7% | -19.4% | +17.7% | -0.4% |
| 30D | -7.2% | -42.4% | +35.2% | -3.6% |
| 3M | +6.5% | -25.6% | +32.2% | +7.2% |
| 6M | +7.9% | +7.3% | +0.6% | -0.4% |
| YTD | +26.6% | +113.9% | -87.3% | +2.1% |
| 1Y | +13.8% | +93.6% | -79.8% | -8.0% |
| All | +13.8% | +88.9% | -75.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling