+134.4%
PENG vs CLBK
+62.9%
+71.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.1% |
| 7D | -3.8% | +1.8% | -5.6% | -4.5% |
| 30D | -40.1% | +5.1% | -45.2% | -41.7% |
| 3M | -21.8% | +5.2% | -27.0% | -24.1% |
| 6M | +3.3% | +28.6% | -25.2% | -11.6% |
| YTD | +133.6% | +61.4% | +72.2% | +75.5% |
| 1Y | +110.7% | +64.7% | +46.0% | +56.4% |
| 3Y | +204.3% | +55.1% | +149.1% | +121.8% |
| 5Y | +54.4% | +28.4% | +26.0% | +15.1% |
| All | +134.4% | +62.9% | +71.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling