+91.5%
CSCO vs PENG
+56.5%
+35.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.2% |
| 3M | -15.4% | -22.2% | +6.8% | -13.6% |
| 6M | -5.4% | -1.9% | -3.5% | -8.1% |
| YTD | +26.5% | +142.1% | -115.7% | +8.1% |
| 1Y | +25.9% | +151.5% | -125.6% | +7.0% |
| 3Y | +97.5% | +206.9% | -109.4% | +55.0% |
| All | +91.5% | +56.5% | +35.0% | +53.9% |
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 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