+51.1%
COF vs PENG
+107.7%
-56.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | +1.2% | +7.8% | -6.6% | -0.1% |
| 30D | -1.4% | -12.2% | +10.8% | +0.5% |
| 3M | +19.0% | -20.6% | +39.7% | +19.8% |
| 6M | +14.9% | +180.9% | -166.1% | -15.0% |
| YTD | -10.7% | +162.3% | -173.0% | -33.2% |
| 1Y | -1.3% | +107.3% | -108.6% | -22.9% |
| 3Y | +124.3% | +110.8% | +13.5% | +57.9% |
| 5Y | +51.1% | +117.8% | -66.7% | +8.7% |
| All | +51.1% | +107.7% | -56.6% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling