+34.6%
CSCO vs PENG
+88.9%
-54.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.3% | -4.0% |
| 7D | -10.2% | -19.4% | +9.2% | -7.5% |
| 30D | -20.1% | -42.4% | +22.3% | -13.7% |
| 3M | -22.1% | -25.6% | +3.6% | -19.7% |
| 6M | +3.2% | +7.3% | -4.1% | +0.6% |
| YTD | +24.1% | +113.9% | -89.8% | +12.2% |
| 1Y | +34.6% | +93.6% | -59.0% | +21.7% |
| All | +34.6% | +88.9% | -54.4% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling