+44.0%
CGNX vs PENG
+710.3%
-666.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.9% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | -1.8% | -15.2% | +13.4% | +2.2% |
| 3M | +5.3% | -16.9% | +22.2% | +7.4% |
| 6M | +22.3% | +161.5% | -139.2% | -7.7% |
| YTD | +72.2% | +148.6% | -76.4% | +30.8% |
| 1Y | +39.8% | +89.6% | -49.8% | +12.6% |
| 3Y | +44.8% | +99.8% | -54.9% | +5.4% |
| 5Y | -27.0% | +100.9% | -127.9% | -48.9% |
| All | +44.0% | +710.3% | -666.3% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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