-69.0%
CPNG vs PENG
+118.8%
-187.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -6.9% | +34.6% | -41.5% | -11.8% |
| 30D | +1.1% | -35.9% | +37.1% | +7.5% |
| 3M | -6.3% | -14.7% | +8.4% | -6.4% |
| 6M | -3.8% | +13.5% | -17.4% | -12.4% |
| YTD | -35.2% | +156.1% | -191.3% | -51.3% |
| 1Y | -47.0% | +141.3% | -188.3% | -59.7% |
| 3Y | -0.2% | +223.4% | -223.6% | -35.6% |
| 5Y | -42.5% | +67.4% | -109.9% | -60.9% |
| All | -69.0% | +118.8% | -187.7% | -79.1% |
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