+16.2%
COP vs PENG
+11.1%
+5.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | +0.9% |
| 7D | -11.5% | -19.4% | +7.9% | -11.9% |
| 30D | +5.0% | -42.4% | +47.3% | +3.1% |
| 3M | +17.5% | -25.6% | +43.1% | +16.9% |
| 6M | +16.2% | +7.3% | +8.9% | +19.0% |
| All | +16.2% | +11.1% | +5.2% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling