+574.4%
CIEN vs PENG
+222.1%
+352.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.3% | -1.5% | +4.6% |
| 7D | +8.7% | +1.9% | +6.9% | +7.7% |
| 30D | -26.9% | -37.8% | +10.9% | -12.5% |
| 3M | -23.6% | -14.1% | -9.5% | -19.5% |
| 6M | -49.1% | +13.1% | -62.2% | -52.5% |
| YTD | +26.6% | +151.8% | -125.2% | -12.4% |
| 1Y | +42.7% | +136.0% | -93.3% | +0.9% |
| All | +574.4% | +222.1% | +352.2% | +286.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling