+10.3%
CNH vs PENG
+101.4%
-91.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +3.2% |
| 7D | +23.3% | +4.5% | +18.7% | +22.5% |
| 30D | +33.5% | -7.1% | +40.6% | +34.4% |
| 3M | +32.7% | -27.3% | +60.0% | +35.6% |
| 6M | +22.2% | +169.6% | -147.4% | +1.6% |
| YTD | +57.7% | +164.6% | -106.9% | +31.0% |
| 1Y | +28.0% | +109.5% | -81.5% | +9.3% |
| All | +10.3% | +101.4% | -91.1% | -11.2% |
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 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