+115.7%
COPX vs PENG
+42.1%
+73.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.9% | -1.1% |
| 7D | -1.0% | -19.4% | +18.5% | +2.5% |
| 30D | -14.8% | -42.4% | +27.6% | -5.7% |
| 3M | -17.2% | -25.6% | +8.4% | -14.2% |
| 6M | -14.5% | +7.3% | -21.7% | -20.8% |
| YTD | -0.4% | +113.9% | -114.3% | -21.7% |
| 1Y | +21.9% | +93.6% | -71.7% | -2.3% |
| 3Y | +123.7% | +170.2% | -46.5% | +55.7% |
| All | +115.7% | +42.1% | +73.6% | +45.4% |
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