+63.9%
CTVA vs PENG
+184.4%
-120.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.5% | -1.6% |
| 7D | +2.2% | -19.4% | +21.7% | +2.8% |
| 30D | -17.6% | -42.4% | +24.7% | -16.1% |
| 3M | +3.4% | -25.6% | +29.1% | +4.0% |
| 6M | -2.6% | +7.3% | -9.9% | -6.4% |
| YTD | +19.1% | +113.9% | -94.7% | +7.7% |
| 1Y | +26.8% | +93.6% | -66.8% | +15.3% |
| 3Y | +63.9% | +170.2% | -106.3% | +30.1% |
| All | +63.9% | +184.4% | -120.5% | +30.1% |
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