+151.5%
PENG vs COO
-12.3%
+163.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.1% |
| 7D | +13.2% | +0.5% | +12.8% | +13.4% |
| 30D | -29.9% | +14.2% | -44.1% | -25.6% |
| 3M | -22.2% | -18.2% | -4.0% | -26.6% |
| 6M | -1.9% | +5.3% | -7.2% | -2.4% |
| YTD | +142.1% | -23.6% | +165.7% | +170.5% |
| 1Y | +151.5% | -12.7% | +164.2% | +183.8% |
| All | +151.5% | -12.3% | +163.8% | +183.8% |
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