+26.3%
CSGP vs PENG
+705.8%
-679.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.1% | +13.1% | +4.9% |
| 7D | +18.3% | -20.5% | +38.8% | +20.6% |
| 30D | +17.8% | -20.4% | +38.1% | +19.1% |
| 3M | +9.3% | -16.4% | +25.7% | +9.1% |
| 6M | -7.9% | +49.2% | -57.1% | -19.5% |
| YTD | -51.5% | +147.2% | -198.7% | -61.2% |
| 1Y | -53.3% | +124.7% | -178.0% | -62.2% |
| 3Y | -57.9% | +230.3% | -288.2% | -69.4% |
| 5Y | -61.3% | +71.4% | -132.7% | -70.4% |
| All | +26.3% | +705.8% | -679.6% | -23.4% |
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