+183.0%
COR vs PENG
+31.0%
+152.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.0% | -4.2% |
| 7D | +2.8% | -36.7% | +39.5% | +2.5% |
| 30D | +7.4% | -42.0% | +49.4% | +7.0% |
| 3M | +7.3% | -33.2% | +40.5% | +7.1% |
| 6M | +11.5% | +2.1% | +9.4% | +10.5% |
| YTD | +1.2% | +90.3% | -89.1% | -1.0% |
| 1Y | -3.3% | +67.7% | -71.0% | -5.2% |
| 3Y | +78.5% | +154.2% | -75.8% | +69.4% |
| 5Y | +183.0% | +28.3% | +154.7% | +165.1% |
| All | +183.0% | +31.0% | +152.0% | +165.1% |
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