+191.7%
COP vs PEG
+38.2%
+153.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -0.8% | +1.0% | -1.9% | -1.1% |
| 30D | +15.6% | -1.9% | +17.5% | +16.2% |
| 3M | +14.3% | -3.7% | +18.0% | +15.5% |
| 6M | +17.0% | -9.4% | +26.4% | +20.0% |
| YTD | +47.4% | -6.0% | +53.4% | +49.1% |
| 1Y | +52.4% | -4.4% | +56.8% | +52.8% |
| 3Y | +20.8% | +33.5% | -12.7% | +6.8% |
| 5Y | +191.7% | +35.7% | +155.9% | +162.1% |
| All | +191.7% | +38.2% | +153.5% | +162.1% |
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