+191.4%
COF vs PENG
+661.7%
-470.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.3% | -10.9% | -3.3% |
| 7D | -5.8% | -3.8% | -2.0% | -6.2% |
| 30D | -0.3% | -40.1% | +39.7% | +7.4% |
| 3M | -8.5% | -21.8% | +13.3% | -7.1% |
| 6M | +5.6% | +3.3% | +2.3% | -3.5% |
| YTD | -17.1% | +133.6% | -150.7% | -37.5% |
| 1Y | -7.4% | +110.7% | -118.1% | -28.9% |
| 3Y | +99.1% | +204.3% | -105.2% | +33.0% |
| 5Y | +39.5% | +54.4% | -14.8% | +0.4% |
| All | +191.4% | +661.7% | -470.3% | +70.9% |
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 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