+645.0%
PENG vs COO
+14.4%
+630.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | +34.6% | -2.1% | +36.7% | +35.8% |
| 30D | -35.9% | +13.9% | -49.9% | -40.7% |
| 3M | -14.7% | -18.9% | +4.3% | -7.2% |
| 6M | +13.5% | +3.7% | +9.8% | +4.1% |
| YTD | +156.1% | -24.1% | +180.3% | +182.5% |
| 1Y | +141.3% | -14.2% | +155.5% | +145.9% |
| 3Y | +223.4% | -24.5% | +247.9% | +234.4% |
| 5Y | +67.4% | -40.4% | +107.8% | +97.7% |
| All | +645.0% | +14.4% | +630.6% | +441.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling