-14.1%
PCOR vs PENG
+66.5%
-80.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.0% | +23.0% | +4.3% |
| 7D | +23.7% | -36.7% | +60.4% | +32.9% |
| 30D | +39.0% | -42.0% | +81.0% | +50.5% |
| 3M | +35.8% | -33.2% | +69.0% | +40.7% |
| 6M | +38.2% | +2.1% | +36.1% | +16.9% |
| YTD | +3.9% | +90.3% | -86.4% | -29.6% |
| 1Y | +5.7% | +67.7% | -62.0% | -25.8% |
| 3Y | +44.8% | +154.2% | -109.5% | -18.8% |
| 5Y | -19.8% | +28.3% | -48.1% | -49.8% |
| All | -14.1% | +66.5% | -80.5% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling