+180.5%
COR vs PEG
+38.2%
+142.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | +1.5% | -1.9% | +3.4% | +2.0% |
| 3M | +18.7% | -3.7% | +22.4% | +19.9% |
| 6M | -9.0% | -9.4% | +0.4% | -6.6% |
| YTD | -3.3% | -6.0% | +2.7% | -1.8% |
| 1Y | +9.8% | -4.4% | +14.2% | +10.9% |
| 3Y | +87.4% | +33.5% | +53.8% | +66.4% |
| 5Y | +180.5% | +35.7% | +144.8% | +152.5% |
| All | +180.5% | +38.2% | +142.3% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling