-41.4%
PCOR vs PENG
+115.2%
-156.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.4% | -10.7% | -5.7% |
| 7D | -9.0% | +4.5% | -13.5% | -10.0% |
| 30D | +4.2% | -7.1% | +11.3% | +5.2% |
| 3M | +14.4% | -27.3% | +41.7% | +16.5% |
| 6M | +0.2% | +169.6% | -169.4% | -34.7% |
| YTD | -20.3% | +164.6% | -184.9% | -48.2% |
| 1Y | -16.1% | +109.5% | -125.6% | -42.1% |
| 3Y | -14.7% | +98.9% | -113.6% | -47.3% |
| All | -41.4% | +115.2% | -156.6% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling