+204.7%
CTVA vs PENG
+415.8%
-211.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.3% | -7.5% | +0.7% |
| 7D | +1.6% | -3.8% | +5.4% | +1.4% |
| 30D | -8.5% | -40.1% | +31.6% | -3.7% |
| 3M | +5.3% | -21.8% | +27.1% | +6.3% |
| 6M | -0.1% | +3.3% | -3.4% | -6.6% |
| YTD | +21.2% | +133.6% | -112.4% | -1.8% |
| 1Y | +27.0% | +110.7% | -83.7% | +4.3% |
| 3Y | +87.2% | +204.3% | -117.0% | +34.5% |
| 5Y | +77.9% | +54.4% | +23.5% | +35.8% |
| All | +204.7% | +415.8% | -211.1% | +35.2% |
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