+1,168.9%
CIEN vs PENG
+720.8%
+448.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.3% | -1.5% | +5.9% |
| 7D | +8.7% | +1.9% | +6.9% | +8.2% |
| 30D | -26.9% | -37.8% | +10.9% | -16.9% |
| 3M | -23.6% | -14.1% | -9.5% | -20.4% |
| 6M | -49.1% | +13.1% | -62.2% | -51.1% |
| YTD | +26.6% | +151.8% | -125.2% | -0.6% |
| 1Y | +42.7% | +136.0% | -93.3% | +13.8% |
| 3Y | +570.8% | +217.9% | +352.9% | +383.6% |
| 5Y | +386.4% | +64.1% | +322.3% | +274.6% |
| All | +1,168.9% | +720.8% | +448.1% | +739.3% |
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