+408.0%
COR vs PENG
+661.7%
-253.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.6% | +3.2% |
| 7D | +2.3% | -3.8% | +6.1% | +2.3% |
| 30D | +6.8% | -40.1% | +46.9% | +9.0% |
| 3M | +8.1% | -21.8% | +29.9% | +8.5% |
| 6M | +33.0% | +3.3% | +29.7% | +29.3% |
| YTD | +3.0% | +133.6% | -130.7% | -6.2% |
| 1Y | -3.4% | +110.7% | -114.1% | -11.5% |
| 3Y | +80.1% | +204.3% | -124.1% | +54.5% |
| 5Y | +194.7% | +54.4% | +140.4% | +159.9% |
| All | +408.0% | +661.7% | -253.7% | +270.9% |
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