+104.7%
CSCO vs PENG
+191.6%
-87.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.3% | -4.1% | +3.8% |
| 7D | -2.9% | -3.8% | +0.9% | -2.9% |
| 30D | -16.7% | -40.1% | +23.4% | -11.4% |
| 3M | -18.4% | -21.8% | +3.3% | -16.9% |
| 6M | +2.9% | +3.3% | -0.4% | -0.1% |
| YTD | +30.4% | +133.6% | -103.2% | +14.3% |
| 1Y | +41.4% | +110.7% | -69.3% | +25.1% |
| 3Y | +104.7% | +204.3% | -99.6% | +54.9% |
| All | +104.7% | +191.6% | -87.0% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling