+29.0%
CIEN vs PENG
+108.0%
-79.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.3% | +1.4% | +6.4% |
| 7D | -5.3% | -3.8% | -1.5% | -3.8% |
| 30D | -40.1% | -40.1% | 0.0% | -25.9% |
| 3M | -34.7% | -21.8% | -12.9% | -27.9% |
| 6M | -50.9% | +3.3% | -54.2% | -51.8% |
| YTD | +15.2% | +133.6% | -118.5% | -20.8% |
| All | +29.0% | +108.0% | -79.0% | -4.8% |
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