-0.8%
COR vs PENG
+130.4%
-131.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.4% | +2.8% |
| 7D | +7.8% | +13.2% | -5.4% | +8.3% |
| 30D | +7.0% | -29.9% | +36.9% | +5.6% |
| 3M | +16.3% | -22.2% | +38.5% | +15.7% |
| 6M | +41.3% | -1.9% | +43.2% | +40.2% |
| YTD | +7.1% | +142.1% | -135.0% | +1.8% |
| 1Y | -0.8% | +151.5% | -152.3% | -5.0% |
| All | -0.8% | +130.4% | -131.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling