+170.2%
PENG vs CPAY
+92.3%
+77.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.8% | +10.6% | +11.9% |
| 7D | -19.4% | +13.5% | -33.0% | -22.9% |
| 30D | -42.4% | +13.1% | -55.5% | -45.0% |
| 3M | -25.6% | +14.3% | -39.9% | -29.5% |
| 6M | +7.3% | +49.0% | -41.7% | -10.8% |
| YTD | +113.9% | +51.3% | +62.6% | +73.5% |
| 1Y | +93.6% | +63.7% | +29.8% | +50.1% |
| 3Y | +170.2% | +95.0% | +75.2% | +98.5% |
| All | +170.2% | +92.3% | +77.9% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling