+205.4%
CTVA vs PENG
+455.9%
-250.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.6% | -1.5% |
| 7D | -1.0% | +1.9% | -2.8% | -1.8% |
| 30D | -8.7% | -37.8% | +29.1% | -4.4% |
| 3M | +6.4% | -14.1% | +20.5% | +6.1% |
| 6M | -1.9% | +13.1% | -15.0% | -9.3% |
| YTD | +21.5% | +151.8% | -130.3% | -2.5% |
| 1Y | +24.3% | +136.0% | -111.7% | +0.5% |
| 3Y | +91.8% | +217.9% | -126.1% | +37.3% |
| 5Y | +78.4% | +64.1% | +14.3% | +35.5% |
| All | +205.4% | +455.9% | -250.4% | +34.2% |
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