+9.9%
CVS vs PENG
+88.9%
-79.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.4% | -9.3% | +2.9% |
| 7D | -7.1% | -19.4% | +12.4% | -6.9% |
| 30D | -4.0% | -42.4% | +38.4% | -3.8% |
| 3M | -12.2% | -25.6% | +13.4% | -12.2% |
| 6M | -2.2% | +7.3% | -9.5% | -5.3% |
| YTD | +8.9% | +113.9% | -105.0% | +1.7% |
| 1Y | +9.9% | +93.6% | -83.7% | +2.4% |
| All | +9.9% | +88.9% | -79.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling