+413.3%
COR vs PENG
+735.0%
-321.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.2% |
| 7D | +2.9% | +34.6% | -31.7% | +1.3% |
| 30D | +5.8% | -35.9% | +41.8% | +7.7% |
| 3M | +11.4% | -14.7% | +26.1% | +11.4% |
| 6M | +34.5% | +13.5% | +20.9% | +30.1% |
| YTD | +4.1% | +156.1% | -152.1% | -5.6% |
| 1Y | -3.1% | +141.3% | -144.5% | -11.9% |
| 3Y | +80.9% | +223.4% | -142.6% | +54.8% |
| 5Y | +195.1% | +67.4% | +127.7% | +159.4% |
| All | +413.3% | +735.0% | -321.7% | +273.0% |
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 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