-62.8%
CSGP vs PENG
+101.4%
-164.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.9% | -2.6% |
| 7D | -4.1% | +4.5% | -8.6% | -4.2% |
| 30D | +2.3% | -7.1% | +9.4% | +2.5% |
| 3M | -8.2% | -27.3% | +19.1% | -7.8% |
| 6M | -35.1% | +169.6% | -204.6% | -44.7% |
| YTD | -54.0% | +164.6% | -218.7% | -60.8% |
| 1Y | -65.3% | +109.5% | -174.8% | -69.7% |
| All | -62.8% | +101.4% | -164.2% | -69.2% |
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