+196.2%
COF vs PENG
+597.2%
-401.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -3.2% |
| 7D | -1.5% | -19.4% | +18.0% | +1.3% |
| 30D | +3.0% | -42.4% | +45.4% | +11.8% |
| 3M | -7.9% | -25.6% | +17.7% | -5.6% |
| 6M | +5.2% | +7.3% | -2.1% | -5.1% |
| YTD | -15.7% | +113.9% | -129.6% | -35.4% |
| 1Y | -5.5% | +93.6% | -99.0% | -26.2% |
| 3Y | +100.5% | +170.2% | -69.7% | +37.1% |
| 5Y | +42.3% | +44.2% | -1.8% | +3.7% |
| All | +196.2% | +597.2% | -401.0% | +76.7% |
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