+108.8%
PENG vs CPAY
+30.8%
+78.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.5% |
| 7D | +7.3% | -2.5% | +9.8% | +7.4% |
| 30D | -7.5% | +1.3% | -8.8% | -7.5% |
| 3M | -17.2% | +13.5% | -30.7% | -17.9% |
| 6M | +176.7% | +24.7% | +152.0% | +163.8% |
| YTD | +161.0% | +34.9% | +126.1% | +148.2% |
| 1Y | +108.8% | +29.7% | +79.1% | +94.9% |
| All | +108.8% | +30.8% | +78.0% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling