+1,275.9%
CIEN vs PENG
+762.7%
+513.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | -0.5% |
| 7D | -15.2% | +4.5% | -19.7% | -16.2% |
| 30D | -21.5% | -7.1% | -14.4% | -20.0% |
| 3M | -40.1% | -27.3% | -12.8% | -36.3% |
| 6M | -6.6% | +169.6% | -176.1% | -27.4% |
| YTD | +37.3% | +164.6% | -127.4% | +6.2% |
| 1Y | +174.5% | +109.5% | +65.1% | +122.3% |
| 3Y | +562.3% | +98.9% | +463.3% | +405.4% |
| 5Y | +463.9% | +116.3% | +347.7% | +309.5% |
| All | +1,275.9% | +762.7% | +513.2% | +796.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling