+19.7%
COST vs PENG
+120.3%
-100.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +2.4% |
| 7D | +3.9% | +1.9% | +2.1% | +4.2% |
| 30D | +13.5% | -37.8% | +51.3% | +12.6% |
| 3M | +15.3% | -14.1% | +29.4% | +15.2% |
| 6M | +9.2% | +13.1% | -4.0% | +7.7% |
| YTD | +26.9% | +151.8% | -124.9% | +18.6% |
| 1Y | +19.7% | +136.0% | -116.3% | +11.9% |
| All | +19.7% | +120.3% | -100.5% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling