+93.6%
PENG vs COO
-9.4%
+102.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.8% | +14.2% | +11.6% |
| 7D | -19.4% | +4.7% | -24.2% | -17.4% |
| 30D | -42.4% | +13.9% | -56.3% | -38.9% |
| 3M | -25.6% | -14.9% | -10.7% | -28.4% |
| 6M | +7.3% | +2.0% | +5.3% | +7.5% |
| YTD | +113.9% | -23.9% | +137.8% | +138.2% |
| 1Y | +93.6% | -9.6% | +103.2% | +111.5% |
| All | +93.6% | -9.4% | +102.9% | +111.5% |
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