+111.5%
PENG vs CAI
-6.6%
+118.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.1% | +15.5% | +12.9% |
| 7D | -19.4% | -26.5% | +7.1% | -14.6% |
| 30D | -42.4% | -6.9% | -35.5% | -40.0% |
| 3M | -25.6% | +26.1% | -51.8% | -25.3% |
| 6M | +7.3% | +31.9% | -24.6% | +6.0% |
| YTD | +113.9% | -6.5% | +120.3% | +116.7% |
| 1Y | +93.6% | +2.5% | +91.0% | +93.8% |
| All | +111.5% | -6.6% | +118.0% | +112.6% |
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