+102.4%
COF vs PENG
+166.9%
-64.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -2.3% |
| 7D | -1.5% | -19.4% | +18.0% | +0.3% |
| 30D | +3.0% | -42.4% | +45.4% | +8.7% |
| 3M | -7.9% | -25.6% | +17.7% | -6.4% |
| 6M | +5.2% | +7.3% | -2.1% | -4.4% |
| YTD | -15.7% | +113.9% | -129.6% | -34.6% |
| 1Y | -5.5% | +93.6% | -99.0% | -25.3% |
| All | +102.4% | +166.9% | -64.6% | +41.5% |
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 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