+9.2%
CNH vs PENG
+184.4%
-175.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.4% | -9.6% | +1.2% |
| 7D | -1.7% | -19.4% | +17.7% | +0.3% |
| 30D | -7.2% | -42.4% | +35.2% | -1.7% |
| 3M | +6.5% | -25.6% | +32.2% | +8.0% |
| 6M | +7.9% | +7.3% | +0.6% | -0.5% |
| YTD | +26.6% | +113.9% | -87.3% | +2.0% |
| 1Y | +13.8% | +93.6% | -79.8% | -7.0% |
| 3Y | +9.2% | +170.2% | -161.0% | -21.9% |
| All | +9.2% | +184.4% | -175.2% | -21.9% |
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