+386.4%
CIEN vs PENG
+68.7%
+317.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.3% | -1.5% | +5.0% |
| 7D | +8.7% | +1.9% | +6.9% | +7.9% |
| 30D | -26.9% | -37.8% | +10.9% | -13.6% |
| 3M | -23.6% | -14.1% | -9.5% | -19.7% |
| 6M | -49.1% | +13.1% | -62.2% | -52.3% |
| YTD | +26.6% | +151.8% | -125.2% | -9.9% |
| 1Y | +42.7% | +136.0% | -93.3% | +3.7% |
| 3Y | +570.8% | +217.9% | +352.9% | +317.2% |
| 5Y | +386.4% | +64.1% | +322.3% | +233.8% |
| All | +386.4% | +68.7% | +317.8% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling