+110.7%
COP vs PENG
+56.2%
+54.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.6% | -1.8% |
| 7D | -8.4% | -3.8% | -4.6% | -8.5% |
| 30D | +0.3% | -40.1% | +40.4% | +2.4% |
| 3M | +15.1% | -21.8% | +36.9% | +15.6% |
| 6M | +19.8% | +3.3% | +16.4% | +15.9% |
| YTD | +46.8% | +133.6% | -86.8% | +30.9% |
| 1Y | +59.7% | +110.7% | -50.9% | +43.7% |
| 3Y | +28.7% | +204.3% | -175.6% | +8.3% |
| 5Y | +110.7% | +54.4% | +56.3% | +75.3% |
| All | +110.7% | +56.2% | +54.5% | +75.3% |
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