+36.6%
CTVA vs PENG
+56.5%
-19.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +2.9% |
| 7D | -20.8% | +13.2% | -34.0% | -21.4% |
| 30D | -29.6% | -29.9% | +0.3% | -28.5% |
| 3M | -16.9% | -22.2% | +5.3% | -16.4% |
| 6M | -24.3% | -1.9% | -22.4% | -26.6% |
| YTD | -5.6% | +142.1% | -147.7% | -16.4% |
| 1Y | -4.2% | +151.5% | -155.7% | -15.6% |
| 3Y | +43.3% | +206.9% | -163.7% | +19.2% |
| All | +36.6% | +56.5% | -19.9% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling