+124.7%
PENG vs CAI
+12.6%
+112.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.1% | -10.2% | -9.2% |
| 7D | -20.5% | -6.3% | -14.2% | -19.9% |
| 30D | -20.4% | +9.3% | -29.7% | -20.7% |
| 3M | -16.4% | +106.3% | -122.7% | -22.1% |
| 6M | +49.2% | +77.7% | -28.5% | +39.5% |
| YTD | +147.2% | +23.1% | +124.1% | +132.8% |
| 1Y | +124.7% | +6.5% | +118.1% | +114.7% |
| All | +124.7% | +12.6% | +112.1% | +114.7% |
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