+19.8%
CSGP vs PENG
+762.7%
-742.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.9% | -3.2% |
| 7D | -4.1% | +4.5% | -8.6% | -4.6% |
| 30D | +2.3% | -7.1% | +9.4% | +2.8% |
| 3M | -8.2% | -27.3% | +19.1% | -7.4% |
| 6M | -35.1% | +169.6% | -204.6% | -47.5% |
| YTD | -54.0% | +164.6% | -218.7% | -62.8% |
| 1Y | -65.3% | +109.5% | -174.8% | -71.1% |
| 3Y | -62.6% | +98.9% | -161.5% | -70.6% |
| 5Y | -64.8% | +116.3% | -181.1% | -73.6% |
| All | +19.8% | +762.7% | -742.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling