+80.5%
COR vs PEG
+34.2%
+46.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.9% |
| 7D | +2.4% | +2.6% | -0.2% | +2.0% |
| 30D | +7.7% | +3.3% | +4.4% | +7.0% |
| 3M | +7.5% | +1.1% | +6.4% | +7.2% |
| 6M | +34.1% | -1.4% | +35.6% | +34.4% |
| YTD | +3.9% | -4.6% | +8.4% | +4.6% |
| 1Y | -3.6% | -7.2% | +3.6% | -2.6% |
| 3Y | +80.5% | +33.7% | +46.8% | +82.2% |
| All | +80.5% | +34.2% | +46.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling