-47.0%
CPNG vs PENG
+136.5%
-183.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.5% |
| 7D | -6.9% | +34.6% | -41.5% | -9.3% |
| 30D | +1.1% | -35.9% | +37.1% | +4.9% |
| 3M | -6.3% | -14.7% | +8.4% | -6.1% |
| 6M | -3.8% | +13.5% | -17.4% | -8.6% |
| YTD | -35.2% | +156.1% | -191.3% | -46.8% |
| 1Y | -47.0% | +141.3% | -188.3% | -56.0% |
| All | -47.0% | +136.5% | -183.5% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling