+596.1%
COST vs PENG
+661.7%
-65.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.1% | +0.7% |
| 7D | +2.5% | -3.8% | +6.3% | +2.3% |
| 30D | +12.8% | -40.1% | +52.9% | +15.4% |
| 3M | +12.7% | -21.8% | +34.4% | +13.1% |
| 6M | +6.0% | +3.3% | +2.7% | +2.6% |
| YTD | +24.4% | +133.6% | -109.3% | +12.2% |
| 1Y | +16.2% | +110.7% | -94.5% | +5.6% |
| 3Y | +96.9% | +204.3% | -107.4% | +69.2% |
| 5Y | +121.1% | +54.4% | +66.8% | +93.7% |
| All | +596.1% | +661.7% | -65.5% | +460.6% |
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