+428.5%
COPX vs PENG
+762.7%
-334.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.1% | -2.1% |
| 7D | -4.0% | +4.5% | -8.5% | -5.0% |
| 30D | +4.5% | -7.1% | +11.7% | +5.7% |
| 3M | +0.8% | -27.3% | +28.1% | +4.7% |
| 6M | +3.2% | +169.6% | -166.4% | -21.1% |
| YTD | +26.7% | +164.6% | -137.9% | -3.1% |
| 1Y | +85.7% | +109.5% | -23.8% | +48.0% |
| 3Y | +151.2% | +98.9% | +52.2% | +84.5% |
| 5Y | +170.0% | +116.3% | +53.7% | +85.8% |
| All | +428.5% | +762.7% | -334.2% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling