+209.4%
COF vs PENG
+751.0%
-541.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -2.7% | +7.3% | -9.9% | -4.0% |
| 30D | -3.4% | -7.5% | +4.1% | -2.2% |
| 3M | +15.4% | -17.2% | +32.6% | +15.3% |
| 6M | +14.4% | +176.7% | -162.3% | -13.9% |
| YTD | -12.0% | +161.0% | -173.0% | -33.2% |
| 1Y | -3.7% | +108.8% | -112.6% | -24.1% |
| 3Y | +121.1% | +109.8% | +11.3% | +59.2% |
| 5Y | +47.8% | +111.7% | -63.9% | +2.2% |
| All | +209.4% | +751.0% | -541.6% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling