+44.6%
COP vs PEG
-7.0%
+51.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | +3.0% | +0.7% | +2.3% | +3.0% |
| 30D | +17.5% | -2.4% | +19.9% | +17.3% |
| 3M | +13.4% | -4.8% | +18.1% | +13.4% |
| 6M | +17.7% | -10.7% | +28.4% | +17.5% |
| YTD | +46.6% | -6.7% | +53.3% | +44.7% |
| 1Y | +44.6% | -6.8% | +51.5% | +43.0% |
| All | +44.6% | -7.0% | +51.6% | +43.0% |
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