-14.4%
PCOR vs PENG
+87.1%
-101.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.7% | -2.6% |
| 7D | +22.7% | -19.4% | +42.2% | +25.9% |
| 30D | +37.5% | -42.4% | +79.9% | +49.5% |
| 3M | +35.2% | -25.6% | +60.8% | +37.2% |
| 6M | +42.2% | +7.3% | +35.0% | +20.2% |
| YTD | +3.6% | +113.9% | -110.3% | -31.4% |
| 1Y | -4.8% | +93.6% | -98.3% | -35.1% |
| 3Y | +48.3% | +170.2% | -121.9% | -17.1% |
| 5Y | -20.1% | +44.2% | -64.3% | -51.1% |
| All | -14.4% | +87.1% | -101.5% | -49.0% |
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