+88.1%
CSCO vs PENG
+42.1%
+46.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.3% | -3.7% |
| 7D | -10.2% | -19.4% | +9.2% | -7.9% |
| 30D | -20.1% | -42.4% | +22.3% | -14.4% |
| 3M | -22.4% | -25.6% | +3.3% | -20.3% |
| 6M | +2.8% | +7.3% | -4.5% | -1.2% |
| YTD | +23.6% | +113.9% | -90.2% | +7.7% |
| 1Y | +34.0% | +93.6% | -59.5% | +18.0% |
| 3Y | +89.3% | +170.2% | -81.0% | +51.6% |
| All | +88.1% | +42.1% | +46.0% | +55.3% |
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