+139.4%
PENG vs CAI
-14.7%
+154.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.6% | -4.8% |
| 7D | +13.2% | -8.7% | +21.9% | +15.1% |
| 30D | -29.9% | -23.8% | -6.1% | -25.2% |
| 3M | -22.2% | +3.9% | -26.1% | -19.5% |
| 6M | -1.9% | +56.8% | -58.7% | -3.2% |
| YTD | +142.1% | -14.6% | +156.7% | +149.5% |
| 1Y | +151.5% | -5.2% | +156.7% | +155.8% |
| All | +139.4% | -14.7% | +154.1% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling