+128.6%
COP vs PENG
+65.6%
+63.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +3.4% | +34.6% | -31.2% | +1.8% |
| 30D | -0.6% | -35.9% | +35.3% | +1.2% |
| 3M | +10.8% | -14.7% | +25.5% | +10.7% |
| 6M | +19.6% | +13.5% | +6.1% | +15.2% |
| YTD | +52.9% | +156.1% | -103.2% | +35.7% |
| 1Y | +62.2% | +141.3% | -79.1% | +44.6% |
| 3Y | +32.4% | +223.4% | -191.1% | +11.2% |
| All | +128.6% | +65.6% | +63.0% | +85.9% |
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