+113.0%
COP vs PENG
+42.1%
+70.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | 0.0% |
| 7D | -11.5% | -19.4% | +7.9% | -10.7% |
| 30D | +5.0% | -42.4% | +47.3% | +7.4% |
| 3M | +17.5% | -25.6% | +43.1% | +18.2% |
| 6M | +16.2% | +7.3% | +8.9% | +11.8% |
| YTD | +48.8% | +113.9% | -65.1% | +33.3% |
| 1Y | +64.1% | +93.6% | -29.5% | +48.2% |
| 3Y | +25.7% | +170.2% | -144.6% | +6.5% |
| All | +113.0% | +42.1% | +70.9% | +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 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