+39.9%
KO vs PENG
+120.3%
-80.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | +1.3% |
| 7D | +1.8% | +1.9% | 0.0% | +2.2% |
| 30D | +8.7% | -37.8% | +46.4% | +6.3% |
| 3M | +13.5% | -14.1% | +27.6% | +13.3% |
| 6M | +25.6% | +13.1% | +12.5% | +25.3% |
| YTD | +42.3% | +151.8% | -109.5% | +41.2% |
| 1Y | +39.9% | +136.0% | -96.1% | +38.5% |
| All | +39.9% | +120.3% | -80.4% | +38.5% |
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