-14.1%
PCOR vs PENG
+116.2%
-130.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -9.1% | +28.8% | +21.4% |
| 7D | +21.8% | -20.5% | +42.3% | +26.4% |
| 30D | +39.5% | -20.4% | +59.9% | +43.2% |
| 3M | +35.2% | -16.4% | +51.6% | +35.5% |
| 6M | +21.7% | +49.2% | -27.5% | -5.4% |
| YTD | +3.9% | +147.2% | -143.3% | -32.4% |
| 1Y | +6.9% | +124.7% | -117.7% | -28.7% |
| 3Y | +44.8% | +230.3% | -185.5% | -22.1% |
| 5Y | -21.9% | +71.4% | -93.3% | -53.4% |
| All | -14.1% | +116.2% | -130.3% | -49.8% |
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