+386.2%
COR vs PENG
+762.7%
-376.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.2% |
| 7D | +2.8% | +4.5% | -1.8% | +2.5% |
| 30D | +4.5% | -7.1% | +11.6% | +4.8% |
| 3M | +22.7% | -27.3% | +49.9% | +23.5% |
| 6M | -9.7% | +169.6% | -179.3% | -17.6% |
| YTD | -1.4% | +164.6% | -166.1% | -10.1% |
| 1Y | +13.9% | +109.5% | -95.5% | +5.3% |
| 3Y | +94.0% | +98.9% | -5.0% | +73.0% |
| 5Y | +184.0% | +116.3% | +67.8% | +144.0% |
| All | +386.2% | +762.7% | -376.5% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling