-5.1%
COF vs PENG
+120.5%
-125.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +7.9% | -0.8% |
| 7D | +0.7% | -20.5% | +21.2% | +1.6% |
| 30D | +5.7% | -20.4% | +26.1% | +6.5% |
| 3M | -6.7% | -16.4% | +9.7% | -6.4% |
| 6M | +9.5% | +49.2% | -39.7% | -3.0% |
| YTD | -13.9% | +147.2% | -161.1% | -32.9% |
| 1Y | -5.1% | +124.7% | -129.7% | -24.5% |
| All | -5.1% | +120.5% | -125.5% | -24.5% |
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 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