-54.5%
CSGP vs PENG
+73.0%
-127.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -23.0% | +21.4% | -4.4% |
| 7D | +13.9% | -36.7% | +50.6% | +8.6% |
| 30D | +16.0% | -42.0% | +58.0% | +10.3% |
| 3M | +6.1% | -33.2% | +39.3% | +2.5% |
| 6M | -8.2% | +2.1% | -10.3% | -16.9% |
| YTD | -52.3% | +90.3% | -142.6% | -61.0% |
| 1Y | -54.5% | +67.7% | -122.2% | -62.7% |
| All | -54.5% | +73.0% | -127.5% | -62.7% |
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