+18.5%
CGNX vs PENG
+735.0%
-716.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.3% |
| 7D | +6.9% | +34.6% | -27.7% | -1.2% |
| 30D | -15.4% | -35.9% | +20.5% | -6.7% |
| 3M | -16.2% | -14.7% | -1.5% | -14.7% |
| 6M | -22.5% | +13.5% | -36.0% | -28.9% |
| YTD | +41.7% | +156.1% | -114.4% | +4.6% |
| 1Y | +33.8% | +141.3% | -107.5% | 0.0% |
| 3Y | +42.7% | +223.4% | -180.7% | -5.6% |
| 5Y | -36.8% | +67.4% | -104.2% | -54.8% |
| All | +18.5% | +735.0% | -716.5% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling