+3.5%
COR vs PEG
-6.2%
+9.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +9.1% | +1.0% | +8.1% | +8.8% |
| 30D | +12.4% | +6.6% | +5.8% | +10.4% |
| 3M | +15.8% | -3.1% | +18.9% | +16.8% |
| 6M | +17.1% | -7.4% | +24.4% | +19.8% |
| YTD | +5.4% | -6.4% | +11.9% | +7.5% |
| 1Y | +3.5% | -7.4% | +11.0% | +5.7% |
| All | +3.5% | -6.2% | +9.7% | +5.7% |
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 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