+4,537.5%
COP vs PEG
+2,974.8%
+1,562.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -6.1% | +2.6% | -8.7% | -7.2% |
| 30D | +1.1% | +3.3% | -2.2% | -0.5% |
| 3M | +10.9% | +1.1% | +9.9% | +10.0% |
| 6M | +20.8% | -1.4% | +22.2% | +20.8% |
| YTD | +48.0% | -4.6% | +52.6% | +49.4% |
| 1Y | +58.5% | -7.2% | +65.7% | +62.0% |
| 3Y | +28.1% | +33.7% | -5.6% | +8.5% |
| 5Y | +120.5% | +40.8% | +79.6% | +79.5% |
| 10Y | +310.1% | +162.8% | +147.3% | +149.4% |
| All | +4,537.5% | +2,974.8% | +1,562.7% | +1,298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling