+159.0%
KO vs PENG
+751.0%
-592.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.8% | +7.3% | -8.1% | -1.0% |
| 30D | +0.8% | -7.5% | +8.2% | +0.9% |
| 3M | +8.3% | -17.2% | +25.6% | +8.3% |
| 6M | +14.0% | +176.7% | -162.7% | +7.7% |
| YTD | +26.9% | +161.0% | -134.1% | +20.0% |
| 1Y | +32.7% | +108.8% | -76.2% | +26.4% |
| 3Y | +63.9% | +109.8% | -45.8% | +52.1% |
| 5Y | +81.7% | +111.7% | -30.0% | +65.4% |
| All | +159.0% | +751.0% | -592.0% | +115.0% |
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