+394.2%
COR vs PEG
+148.3%
+245.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -3.7% | -2.8% | -0.9% | -2.8% |
| 3M | +14.3% | -6.9% | +21.3% | +17.2% |
| 6M | -8.5% | -11.4% | +2.9% | -4.6% |
| YTD | -4.4% | -7.4% | +3.0% | -2.0% |
| 1Y | +9.1% | -8.3% | +17.4% | +12.1% |
| 3Y | +85.2% | +31.5% | +53.7% | +61.4% |
| 5Y | +180.7% | +38.0% | +142.7% | +137.0% |
| All | +394.2% | +148.3% | +245.9% | +265.5% |
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