+94.7%
COF vs PENG
+209.7%
-115.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +1.3% |
| 7D | -3.4% | +13.2% | -16.6% | -4.8% |
| 30D | +0.4% | -29.9% | +30.3% | +3.5% |
| 3M | -12.5% | -22.2% | +9.7% | -11.5% |
| 6M | +8.3% | -1.9% | +10.2% | +1.4% |
| YTD | -18.6% | +142.1% | -160.7% | -37.7% |
| 1Y | -8.6% | +151.5% | -160.1% | -30.7% |
| 3Y | +94.7% | +206.9% | -112.3% | +34.6% |
| All | +94.7% | +209.7% | -115.1% | +34.6% |
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