+109.5%
PENG vs CAI
-31.3%
+140.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.5% |
| 7D | +4.5% | -2.2% | +6.7% | +4.7% |
| 30D | -7.1% | +52.4% | -59.5% | -11.3% |
| 3M | -27.3% | +45.1% | -72.3% | -30.2% |
| 6M | +169.6% | +26.2% | +143.3% | +158.3% |
| YTD | +164.6% | -7.1% | +171.7% | +155.3% |
| 1Y | +109.5% | -31.0% | +140.5% | +114.3% |
| All | +109.5% | -31.3% | +140.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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