+60.7%
COP vs PEG
-6.2%
+66.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.1% |
| 7D | -8.1% | +1.0% | -9.2% | -8.0% |
| 30D | +6.7% | +6.6% | 0.0% | +7.2% |
| 3M | +16.9% | -3.1% | +20.0% | +16.5% |
| 6M | +11.2% | -7.4% | +18.5% | +10.7% |
| YTD | +49.5% | -6.4% | +56.0% | +46.7% |
| 1Y | +60.7% | -7.4% | +68.1% | +57.9% |
| All | +60.7% | -6.2% | +66.9% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling