+190.4%
KO vs PENG
+720.8%
-530.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | +0.4% |
| 7D | +1.8% | +1.9% | 0.0% | +1.7% |
| 30D | +8.7% | -37.8% | +46.4% | +9.7% |
| 3M | +13.5% | -14.1% | +27.6% | +13.4% |
| 6M | +25.6% | +13.1% | +12.5% | +22.9% |
| YTD | +42.3% | +151.8% | -109.5% | +34.0% |
| 1Y | +39.9% | +136.0% | -96.1% | +32.0% |
| 3Y | +87.5% | +217.9% | -130.4% | +70.2% |
| 5Y | +99.1% | +64.1% | +35.0% | +83.5% |
| All | +190.4% | +720.8% | -530.5% | +140.2% |
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