+6.3%
CNH vs PENG
+153.0%
-146.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -23.0% | +19.1% | -1.1% |
| 7D | -0.4% | -36.7% | +36.3% | +4.7% |
| 30D | -15.2% | -42.0% | +26.8% | -10.6% |
| 3M | +4.3% | -33.2% | +37.5% | +7.2% |
| 6M | +10.1% | +2.1% | +8.0% | +1.8% |
| YTD | +23.2% | +90.3% | -67.1% | +0.8% |
| 1Y | +8.5% | +67.7% | -59.2% | -9.5% |
| All | +6.3% | +153.0% | -146.8% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling