+1,066.3%
CIEN vs PENG
+644.0%
+422.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.7% |
| 7D | -9.3% | -16.1% | +6.8% | -4.8% |
| 30D | -39.5% | -41.5% | +2.0% | -30.1% |
| 3M | -29.8% | -19.1% | -10.7% | -25.7% |
| 6M | -50.4% | +0.9% | -51.3% | -50.9% |
| YTD | +16.3% | +128.2% | -111.9% | -6.1% |
| 1Y | +30.4% | +98.6% | -68.2% | +8.5% |
| 3Y | +516.6% | +188.2% | +328.4% | +356.5% |
| 5Y | +349.8% | +55.5% | +294.2% | +253.0% |
| All | +1,066.3% | +644.0% | +422.3% | +692.3% |
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