+43.8%
CGNX vs PENG
+98.5%
-54.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +2.7% |
| 7D | +3.2% | -1.2% | +4.3% | +3.4% |
| 30D | +6.0% | -12.9% | +18.9% | +9.7% |
| 3M | +3.5% | -20.5% | +24.0% | +6.6% |
| 6M | +26.3% | +176.8% | -150.5% | -7.2% |
| YTD | +79.2% | +161.6% | -82.3% | +32.2% |
| 1Y | +43.8% | +95.6% | -51.8% | +10.1% |
| All | +43.8% | +98.5% | -54.7% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling