+96.3%
COR vs PENG
+101.4%
-5.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -1.6% |
| 7D | +2.8% | +4.5% | -1.8% | +2.9% |
| 30D | +4.5% | -7.1% | +11.6% | +4.4% |
| 3M | +22.7% | -27.3% | +49.9% | +22.2% |
| 6M | -9.7% | +169.6% | -179.3% | -7.6% |
| YTD | -1.4% | +164.6% | -166.1% | +1.0% |
| 1Y | +13.9% | +109.5% | -95.5% | +16.1% |
| All | +96.3% | +101.4% | -5.1% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling