-88.5%
CYCU vs PENG
+120.5%
-209.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.1% | +7.9% | +10.9% |
| 7D | +1.2% | -20.5% | +21.7% | +32.1% |
| 30D | -31.5% | -20.4% | -11.2% | -20.8% |
| 3M | -62.0% | -16.4% | -45.6% | -63.0% |
| 6M | -67.4% | +49.2% | -116.7% | -78.4% |
| YTD | -88.6% | +147.2% | -235.8% | -93.6% |
| 1Y | -88.5% | +124.7% | -213.2% | -93.9% |
| All | -88.5% | +120.5% | -209.0% | -93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling