+120.5%
COP vs PEG
+41.8%
+78.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -6.1% | +2.6% | -8.7% | -6.8% |
| 30D | +1.1% | +3.3% | -2.2% | +0.1% |
| 3M | +10.9% | +1.1% | +9.9% | +10.4% |
| 6M | +20.8% | -1.4% | +22.2% | +20.9% |
| YTD | +48.0% | -4.6% | +52.6% | +48.9% |
| 1Y | +58.5% | -7.2% | +65.7% | +61.0% |
| 3Y | +28.1% | +33.7% | -5.6% | +12.6% |
| 5Y | +120.5% | +40.8% | +79.6% | +84.2% |
| All | +120.5% | +41.8% | +78.7% | +84.2% |
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