+186.4%
COP vs PENG
+115.2%
+71.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.4% |
| 7D | +3.0% | +4.5% | -1.5% | +2.7% |
| 30D | +17.5% | -7.1% | +24.6% | +17.8% |
| 3M | +13.4% | -27.3% | +40.6% | +14.3% |
| 6M | +17.7% | +169.6% | -151.8% | +5.4% |
| YTD | +46.6% | +164.6% | -118.0% | +31.1% |
| 1Y | +44.6% | +109.5% | -64.9% | +31.8% |
| 3Y | +20.7% | +98.9% | -78.2% | +6.4% |
| All | +186.4% | +115.2% | +71.2% | +158.1% |
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