+4,492.0%
COP vs PEG
+2,907.1%
+1,584.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | +17.5% | -2.4% | +19.9% | +18.7% |
| 3M | +13.4% | -4.8% | +18.1% | +15.6% |
| 6M | +17.7% | -10.7% | +28.4% | +23.1% |
| YTD | +46.6% | -6.7% | +53.3% | +49.9% |
| 1Y | +44.6% | -6.8% | +51.5% | +47.5% |
| 3Y | +20.7% | +34.5% | -13.8% | +2.0% |
| 5Y | +185.0% | +35.8% | +149.3% | +136.4% |
| 10Y | +347.0% | +141.7% | +205.3% | +182.3% |
| All | +4,492.0% | +2,907.1% | +1,584.9% | +1,302.7% |
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