-57.7%
CSGP vs PENG
+228.7%
-286.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.1% | +13.1% | +4.0% |
| 7D | +18.3% | -20.5% | +38.8% | +18.3% |
| 30D | +17.8% | -20.4% | +38.1% | +17.6% |
| 3M | +9.3% | -16.4% | +25.7% | +8.8% |
| 6M | -7.9% | +49.2% | -57.1% | -17.8% |
| YTD | -51.5% | +147.2% | -198.7% | -60.3% |
| 1Y | -53.3% | +124.7% | -178.0% | -61.3% |
| All | -57.7% | +228.7% | -286.4% | -69.5% |
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