+113.0%
PENG vs CPAY
+51.9%
+61.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.7% |
| 7D | +4.5% | +2.1% | +2.5% | +3.7% |
| 30D | -7.1% | +5.5% | -12.6% | -9.1% |
| 3M | -27.3% | +16.6% | -43.8% | -32.3% |
| 6M | +169.6% | +26.7% | +142.9% | +139.6% |
| YTD | +164.6% | +38.4% | +126.3% | +122.6% |
| 1Y | +109.5% | +30.1% | +79.3% | +81.2% |
| All | +113.0% | +51.9% | +61.1% | +73.5% |
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