+28.3%
PENG vs COO
-39.4%
+67.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -1.4% | -21.6% | -22.6% |
| 7D | -36.7% | +5.3% | -41.9% | -37.7% |
| 30D | -42.0% | +12.5% | -54.6% | -44.6% |
| 3M | -33.2% | -15.1% | -18.1% | -29.9% |
| 6M | +2.1% | +3.7% | -1.6% | -3.9% |
| YTD | +90.3% | -22.5% | +112.8% | +106.6% |
| 1Y | +67.7% | -7.8% | +75.5% | +66.2% |
| 3Y | +154.2% | -24.1% | +178.3% | +162.6% |
| 5Y | +28.3% | -40.1% | +68.4% | +40.5% |
| All | +28.3% | -39.4% | +67.7% | +40.5% |
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 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