+194.7%
COR vs PENG
+56.2%
+138.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.6% | +3.7% |
| 7D | +2.3% | -3.8% | +6.1% | +2.4% |
| 30D | +6.8% | -40.1% | +46.9% | +6.4% |
| 3M | +8.1% | -21.8% | +29.9% | +8.0% |
| 6M | +33.0% | +3.3% | +29.7% | +32.3% |
| YTD | +3.0% | +133.6% | -130.7% | +0.9% |
| 1Y | -3.4% | +110.7% | -114.1% | -5.2% |
| 3Y | +80.1% | +204.3% | -124.1% | +71.4% |
| 5Y | +194.7% | +54.4% | +140.4% | +177.5% |
| All | +194.7% | +56.2% | +138.5% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling