-2.5%
CPNG vs PENG
+184.4%
-186.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -2.1% |
| 7D | +13.4% | -19.4% | +32.8% | +15.3% |
| 30D | +10.0% | -42.4% | +52.4% | +16.0% |
| 3M | -0.4% | -25.6% | +25.3% | +1.2% |
| 6M | -8.9% | +7.3% | -16.2% | -13.7% |
| YTD | -30.9% | +113.9% | -144.8% | -41.5% |
| 1Y | -43.8% | +93.6% | -137.4% | -51.8% |
| 3Y | -2.5% | +170.2% | -172.7% | -32.5% |
| All | -2.5% | +184.4% | -186.8% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling