+289.3%
COP vs PENG
+644.0%
-354.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.1% |
| 7D | -6.1% | -16.1% | +10.0% | -4.6% |
| 30D | +1.1% | -41.5% | +42.6% | +6.6% |
| 3M | +10.9% | -19.1% | +30.0% | +11.5% |
| 6M | +20.8% | +0.9% | +19.8% | +13.8% |
| YTD | +48.0% | +128.2% | -80.2% | +21.3% |
| 1Y | +58.5% | +98.6% | -40.1% | +32.4% |
| 3Y | +28.1% | +188.2% | -160.1% | -4.6% |
| 5Y | +120.5% | +55.5% | +64.9% | +70.6% |
| All | +289.3% | +644.0% | -354.7% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling