+300.0%
CSCO vs PENG
+689.3%
-389.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.5% | -0.8% | -5.4% |
| 7D | +1.9% | +13.2% | -11.3% | 0.0% |
| 30D | -15.8% | -29.9% | +14.1% | -12.0% |
| 3M | -15.4% | -22.2% | +6.8% | -13.5% |
| 6M | -5.4% | -1.9% | -3.5% | -8.6% |
| YTD | +26.5% | +142.1% | -115.7% | +5.8% |
| 1Y | +25.9% | +151.5% | -125.6% | +4.6% |
| 3Y | +97.5% | +206.9% | -109.4% | +51.2% |
| 5Y | +93.0% | +58.2% | +34.8% | +54.8% |
| All | +300.0% | +689.3% | -389.4% | +158.6% |
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