+47.8%
CVS vs PENG
+222.1%
-174.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.8% | +0.4% |
| 7D | +12.0% | +1.9% | +10.1% | +11.7% |
| 30D | +2.8% | -37.8% | +40.5% | +3.2% |
| 3M | -3.6% | -14.1% | +10.5% | -3.7% |
| 6M | -1.6% | +13.1% | -14.7% | -3.3% |
| YTD | +16.3% | +151.8% | -135.5% | +11.4% |
| 1Y | +15.5% | +136.0% | -120.5% | +10.8% |
| All | +47.8% | +222.1% | -174.3% | +50.0% |
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