+321.4%
CSCO vs PENG
+720.8%
-399.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.7% | +1.1% |
| 7D | -2.8% | +1.9% | -4.6% | -3.5% |
| 30D | -12.6% | -37.8% | +25.1% | -7.2% |
| 3M | -16.0% | -14.1% | -1.9% | -15.5% |
| 6M | +2.8% | +13.1% | -10.3% | -2.8% |
| YTD | +33.2% | +151.8% | -118.6% | +10.7% |
| 1Y | +43.1% | +136.0% | -92.9% | +19.8% |
| 3Y | +106.7% | +217.9% | -111.3% | +57.3% |
| 5Y | +103.6% | +64.1% | +39.5% | +62.3% |
| All | +321.4% | +720.8% | -399.4% | +170.7% |
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