+1,054.4%
CIEN vs PENG
+661.7%
+392.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.3% | +1.4% | +8.1% |
| 7D | -5.3% | -3.8% | -1.5% | -4.2% |
| 30D | -40.1% | -40.1% | 0.0% | -31.3% |
| 3M | -34.7% | -21.8% | -12.9% | -30.2% |
| 6M | -50.9% | +3.3% | -54.2% | -51.7% |
| YTD | +15.2% | +133.6% | -118.5% | -7.7% |
| 1Y | +35.2% | +110.7% | -75.5% | +10.9% |
| 3Y | +522.6% | +204.3% | +318.3% | +355.3% |
| 5Y | +344.2% | +54.4% | +289.9% | +248.2% |
| All | +1,054.4% | +661.7% | +392.8% | +679.3% |
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