+34.4%
CNH vs PENG
+520.3%
-486.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -23.0% | +19.1% | +0.1% |
| 7D | -0.4% | -36.7% | +36.3% | +6.9% |
| 30D | -15.2% | -42.0% | +26.8% | -8.5% |
| 3M | +4.3% | -33.2% | +37.5% | +8.7% |
| 6M | +10.1% | +2.1% | +8.0% | +1.6% |
| YTD | +23.2% | +90.3% | -67.1% | -0.9% |
| 1Y | +8.5% | +67.7% | -59.2% | -10.8% |
| 3Y | +4.1% | +154.2% | -150.2% | -26.0% |
| 5Y | -17.8% | +28.3% | -46.1% | -37.2% |
| All | +34.4% | +520.3% | -486.0% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling