+610.1%
COST vs PENG
+720.8%
-110.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +1.5% |
| 7D | +3.9% | +1.9% | +2.1% | +3.5% |
| 30D | +13.5% | -37.8% | +51.3% | +16.0% |
| 3M | +15.3% | -14.1% | +29.4% | +15.2% |
| 6M | +9.2% | +13.1% | -4.0% | +5.1% |
| YTD | +26.9% | +151.8% | -124.9% | +14.0% |
| 1Y | +19.7% | +136.0% | -116.3% | +8.0% |
| 3Y | +96.0% | +217.9% | -121.9% | +68.1% |
| 5Y | +124.0% | +64.1% | +60.0% | +95.6% |
| All | +610.1% | +720.8% | -110.7% | +469.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling