+16.7%
CGNX vs PENG
+689.3%
-672.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.1% |
| 7D | +4.7% | +13.2% | -8.6% | +1.3% |
| 30D | -12.7% | -29.9% | +17.3% | -5.7% |
| 3M | -18.7% | -22.2% | +3.5% | -15.3% |
| 6M | -21.2% | -1.9% | -19.3% | -25.0% |
| YTD | +39.6% | +142.1% | -102.5% | +4.5% |
| 1Y | +35.6% | +151.5% | -116.0% | +0.4% |
| 3Y | +44.7% | +206.9% | -162.2% | -3.1% |
| 5Y | -37.8% | +58.2% | -96.0% | -54.8% |
| All | +16.7% | +689.3% | -672.6% | -39.0% |
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