-17.6%
CNH vs PENG
+56.5%
-74.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.4% |
| 7D | +3.0% | +13.2% | -10.2% | +1.0% |
| 30D | -0.6% | -29.9% | +29.3% | +3.8% |
| 3M | +14.6% | -22.2% | +36.9% | +16.1% |
| 6M | +11.8% | -1.9% | +13.6% | +4.6% |
| YTD | +30.4% | +142.1% | -111.7% | 0.0% |
| 1Y | +19.1% | +151.5% | -132.5% | -9.6% |
| 3Y | +30.2% | +206.9% | -176.8% | -12.1% |
| All | -17.6% | +56.5% | -74.1% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling