+149.0%
PENG vs CAI
-9.3%
+158.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | +1.9% | -26.3% | +28.1% | +8.1% |
| 30D | -37.8% | -17.5% | -20.3% | -34.4% |
| 3M | -14.1% | +5.8% | -19.9% | -11.6% |
| 6M | +13.1% | +53.6% | -40.5% | +10.8% |
| YTD | +151.8% | -9.2% | +161.0% | +156.6% |
| 1Y | +136.0% | -2.7% | +138.6% | +138.3% |
| All | +149.0% | -9.3% | +158.3% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling