+107.8%
PENG vs COO
-38.8%
+146.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +7.0% |
| 7D | +4.5% | -2.2% | +6.8% | +5.4% |
| 30D | -7.1% | -7.0% | -0.1% | -4.9% |
| 3M | -27.3% | +12.2% | -39.5% | -32.6% |
| 6M | +169.6% | -15.1% | +184.7% | +185.6% |
| YTD | +164.6% | -15.1% | +179.7% | +180.4% |
| 1Y | +109.5% | +2.3% | +107.1% | +100.5% |
| 3Y | +98.9% | -23.7% | +122.6% | +110.8% |
| All | +107.8% | -38.8% | +146.6% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling