-99.7%
CYCU vs PENG
+125.9%
-225.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -10.5% |
| 7D | -1.6% | +1.9% | -3.4% | -8.9% |
| 30D | -14.2% | -37.8% | +23.6% | +32.3% |
| 3M | -47.3% | -14.1% | -33.2% | -49.6% |
| 6M | -67.3% | +13.1% | -80.4% | -76.5% |
| YTD | -88.8% | +151.8% | -240.6% | -93.6% |
| 1Y | -90.6% | +136.0% | -226.6% | -94.6% |
| All | -99.7% | +125.9% | -225.6% | -99.8% |
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