+124.7%
PENG vs COO
-7.7%
+132.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.9% | -15.0% | -6.3% |
| 7D | -20.5% | +8.4% | -28.9% | -17.1% |
| 30D | -20.4% | +13.5% | -33.8% | -15.1% |
| 3M | -16.4% | -13.8% | -2.7% | -19.0% |
| 6M | +49.2% | +4.7% | +44.5% | +52.2% |
| YTD | +147.2% | -21.4% | +168.6% | +179.3% |
| 1Y | +124.7% | -6.7% | +131.4% | +148.0% |
| All | +124.7% | -7.7% | +132.3% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling