+324.8%
COPX vs PENG
+644.0%
-319.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -2.7% |
| 7D | +1.6% | -16.1% | +17.7% | +4.7% |
| 30D | -15.0% | -41.5% | +26.5% | -6.0% |
| 3M | -18.6% | -19.1% | +0.5% | -17.0% |
| 6M | -14.9% | +0.9% | -15.9% | -20.2% |
| YTD | +1.8% | +128.2% | -126.4% | -21.4% |
| 1Y | +19.7% | +98.6% | -78.9% | -4.9% |
| 3Y | +140.9% | +188.2% | -47.3% | +65.1% |
| 5Y | +130.6% | +55.5% | +75.1% | +67.8% |
| All | +324.8% | +644.0% | -319.2% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling