+1,102.5%
CIEN vs PENG
+689.3%
+413.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -3.1% |
| 7D | +15.3% | +13.2% | +2.0% | +11.5% |
| 30D | -22.0% | -29.9% | +7.9% | -14.0% |
| 3M | -36.6% | -22.2% | -14.4% | -32.3% |
| 6M | -51.5% | -1.9% | -49.6% | -51.7% |
| YTD | +20.0% | +142.1% | -122.2% | -4.7% |
| 1Y | +44.5% | +151.5% | -107.1% | +13.7% |
| 3Y | +539.0% | +206.9% | +332.1% | +365.4% |
| 5Y | +356.8% | +58.2% | +298.6% | +255.5% |
| All | +1,102.5% | +689.3% | +413.2% | +704.1% |
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