+475.2%
COR vs PEG
+167.4%
+307.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +2.9% | +2.3% | +0.5% | +2.0% |
| 30D | +5.8% | +6.1% | -0.3% | +3.5% |
| 3M | +11.4% | -0.5% | +11.9% | +11.5% |
| 6M | +34.5% | -3.2% | +37.6% | +35.8% |
| YTD | +4.1% | -4.4% | +8.5% | +5.4% |
| 1Y | -3.1% | -7.4% | +4.3% | -0.8% |
| 3Y | +80.9% | +33.9% | +46.9% | +56.0% |
| 5Y | +195.1% | +42.3% | +152.8% | +144.7% |
| All | +475.2% | +167.4% | +307.8% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling