-99.7%
CYCU vs PENG
+91.9%
-191.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.4% | -5.7% | -6.5% |
| 7D | -0.4% | -19.4% | +19.0% | +18.4% |
| 30D | -23.6% | -42.4% | +18.7% | +27.6% |
| 3M | -55.3% | -25.6% | -29.7% | -50.7% |
| 6M | -67.8% | +7.3% | -75.1% | -72.8% |
| YTD | -89.2% | +113.9% | -203.0% | -92.5% |
| 1Y | -87.3% | +93.6% | -180.9% | -91.2% |
| All | -99.7% | +91.9% | -191.6% | -99.7% |
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