+43.3%
CTVA vs PENG
+209.7%
-166.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +2.8% |
| 7D | -20.8% | +13.2% | -34.0% | -21.1% |
| 30D | -29.6% | -29.9% | +0.3% | -28.9% |
| 3M | -16.9% | -22.2% | +5.3% | -16.5% |
| 6M | -24.3% | -1.9% | -22.4% | -26.2% |
| YTD | -5.6% | +142.1% | -147.7% | -14.8% |
| 1Y | -4.2% | +151.5% | -155.7% | -13.9% |
| 3Y | +43.3% | +206.9% | -163.7% | +23.2% |
| All | +43.3% | +209.7% | -166.5% | +23.2% |
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 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