+103.3%
PENG vs COO
-8.8%
+112.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.7% | +10.3% |
| 7D | -3.8% | +4.3% | -8.1% | -1.7% |
| 30D | -40.1% | +17.6% | -57.7% | -35.7% |
| 3M | -21.8% | -13.9% | -7.9% | -24.5% |
| 6M | +3.3% | +6.6% | -3.2% | +4.0% |
| YTD | +133.6% | -22.0% | +155.6% | +162.2% |
| All | +103.3% | -8.8% | +112.1% | +129.0% |
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