+43.6%
PENG vs COO
-41.6%
+85.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.8% | +14.2% | +12.9% |
| 7D | -19.4% | +4.7% | -24.2% | -20.8% |
| 30D | -42.4% | +13.9% | -56.3% | -45.1% |
| 3M | -25.6% | -14.9% | -10.7% | -22.2% |
| 6M | +7.3% | +2.0% | +5.3% | +1.3% |
| YTD | +113.9% | -23.9% | +137.8% | +133.3% |
| 1Y | +93.6% | -9.6% | +103.2% | +92.9% |
| 3Y | +170.2% | -25.4% | +195.7% | +180.3% |
| All | +43.6% | -41.6% | +85.2% | +59.3% |
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 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