-66.7%
CPNG vs PENG
+99.6%
-166.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.5% | -0.8% |
| 7D | +11.7% | -3.8% | +15.5% | +11.3% |
| 30D | +3.8% | -40.1% | +43.9% | +11.7% |
| 3M | +1.2% | -21.8% | +23.0% | +2.7% |
| 6M | -3.3% | +3.3% | -6.6% | -10.3% |
| YTD | -30.4% | +133.6% | -164.0% | -46.8% |
| 1Y | -43.1% | +110.7% | -153.8% | -55.7% |
| 3Y | +8.2% | +204.3% | -196.0% | -29.5% |
| 5Y | -44.7% | +54.4% | -99.1% | -61.8% |
| All | -66.7% | +99.6% | -166.2% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling