+99.0%
COST vs PENG
+209.7%
-110.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.3% |
| 7D | +5.0% | +13.2% | -8.2% | +4.9% |
| 30D | +12.8% | -29.9% | +42.7% | +13.4% |
| 3M | +15.2% | -22.2% | +37.4% | +15.3% |
| 6M | +7.4% | -1.9% | +9.3% | +5.1% |
| YTD | +29.0% | +142.1% | -113.1% | +17.6% |
| 1Y | +20.3% | +151.5% | -131.2% | +9.3% |
| 3Y | +99.0% | +206.9% | -107.9% | +66.4% |
| All | +99.0% | +209.7% | -110.7% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling