-22.5%
CGNX vs PENG
+18.0%
-40.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.3% |
| 7D | +6.9% | +34.6% | -27.7% | -2.2% |
| 30D | -15.4% | -35.9% | +20.5% | -6.4% |
| 3M | -16.2% | -14.7% | -1.5% | -14.9% |
| 6M | -22.5% | +13.5% | -36.0% | -30.4% |
| All | -22.5% | +18.0% | -40.5% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling