+645.0%
PENG vs CPAY
+235.7%
+409.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | +34.6% | +2.0% | +32.6% | +33.3% |
| 30D | -35.9% | +14.3% | -50.2% | -41.6% |
| 3M | -14.7% | +11.3% | -26.0% | -21.4% |
| 6M | +13.5% | +34.8% | -21.3% | -8.9% |
| YTD | +156.1% | +51.5% | +104.6% | +87.6% |
| 1Y | +141.3% | +59.0% | +82.3% | +71.0% |
| 3Y | +223.4% | +97.2% | +126.2% | +91.1% |
| 5Y | +67.4% | +88.8% | -21.4% | -0.4% |
| All | +645.0% | +235.7% | +409.2% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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