+310.5%
CSCO vs PENG
+644.0%
-333.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -4.7% | -16.1% | +11.4% | -2.6% |
| 30D | -17.1% | -41.5% | +24.4% | -11.0% |
| 3M | -19.6% | -19.1% | -0.5% | -18.4% |
| 6M | +2.4% | +0.9% | +1.5% | -1.4% |
| YTD | +29.8% | +128.2% | -98.4% | +9.5% |
| 1Y | +38.7% | +98.6% | -59.9% | +19.2% |
| 3Y | +101.3% | +188.2% | -86.8% | +55.7% |
| 5Y | +94.8% | +55.5% | +39.3% | +56.6% |
| All | +310.5% | +644.0% | -333.5% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling