+44.5%
CIEN vs PENG
+130.4%
-85.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -2.0% |
| 7D | +15.3% | +13.2% | +2.0% | +9.0% |
| 30D | -22.0% | -29.9% | +7.9% | -9.5% |
| 3M | -36.6% | -22.2% | -14.4% | -30.2% |
| 6M | -51.5% | -1.9% | -49.6% | -51.4% |
| YTD | +20.0% | +142.1% | -122.2% | -17.0% |
| 1Y | +44.5% | +151.5% | -107.1% | -1.9% |
| All | +44.5% | +130.4% | -85.9% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling