+222.2%
COF vs PENG
+762.7%
-540.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.6% |
| 7D | +1.8% | +4.5% | -2.7% | +0.9% |
| 30D | -0.6% | -7.1% | +6.5% | +0.5% |
| 3M | +20.3% | -27.3% | +47.6% | +22.9% |
| 6M | +13.0% | +169.6% | -156.6% | -14.4% |
| YTD | -8.3% | +164.6% | -173.0% | -30.6% |
| 1Y | -1.5% | +109.5% | -110.9% | -22.3% |
| 3Y | +122.3% | +98.9% | +23.3% | +62.1% |
| 5Y | +52.5% | +116.3% | -63.8% | +4.9% |
| All | +222.2% | +762.7% | -540.5% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling