-61.3%
CSGP vs PENG
+72.0%
-133.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.1% | +13.1% | +4.6% |
| 7D | +18.3% | -20.5% | +38.8% | +19.8% |
| 30D | +17.8% | -20.4% | +38.1% | +18.5% |
| 3M | +9.3% | -16.4% | +25.7% | +8.9% |
| 6M | -7.9% | +49.2% | -57.1% | -20.1% |
| YTD | -51.5% | +147.2% | -198.7% | -61.9% |
| 1Y | -53.3% | +124.7% | -178.0% | -62.8% |
| 3Y | -57.9% | +230.3% | -288.2% | -70.7% |
| 5Y | -61.3% | +71.4% | -132.7% | -70.9% |
| All | -61.3% | +72.0% | -133.3% | -70.9% |
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