+48.9%
PCOR vs PENG
+228.7%
-179.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -9.1% | +28.8% | +20.7% |
| 7D | +21.8% | -20.5% | +42.3% | +24.6% |
| 30D | +39.5% | -20.4% | +59.9% | +41.7% |
| 3M | +35.2% | -16.4% | +51.6% | +35.4% |
| 6M | +21.7% | +49.2% | -27.5% | -2.1% |
| YTD | +3.9% | +147.2% | -143.3% | -29.3% |
| 1Y | +6.9% | +124.7% | -117.7% | -25.4% |
| All | +48.9% | +228.7% | -179.8% | -30.0% |
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 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