+94.8%
CSCO vs PENG
+50.3%
+44.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -4.7% | -16.1% | +11.4% | -2.7% |
| 30D | -17.1% | -41.5% | +24.4% | -11.4% |
| 3M | -19.6% | -19.1% | -0.5% | -18.4% |
| 6M | +2.4% | +0.9% | +1.5% | -0.8% |
| YTD | +29.8% | +128.2% | -98.4% | +12.0% |
| 1Y | +38.7% | +98.6% | -59.9% | +21.6% |
| 3Y | +101.3% | +188.2% | -86.8% | +59.8% |
| 5Y | +94.8% | +55.5% | +39.3% | +59.3% |
| All | +94.8% | +50.3% | +44.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling