+43.1%
COF vs PEG
+36.3%
+6.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -0.9% | -4.3% | -4.8% |
| 30D | -6.0% | -3.7% | -2.3% | -4.4% |
| 3M | +14.8% | -7.3% | +22.1% | +18.6% |
| 6M | +15.3% | -10.5% | +25.8% | +20.7% |
| YTD | -13.0% | -7.5% | -5.5% | -10.8% |
| 1Y | -5.7% | -8.7% | +3.0% | -2.9% |
| 3Y | +118.1% | +31.4% | +86.8% | +80.3% |
| All | +43.1% | +36.3% | +6.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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