+17,451.9%
COR vs PEG
+2,082.2%
+15,369.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | +4.5% | -2.4% | +7.0% | +5.3% |
| 3M | +22.7% | -4.8% | +27.5% | +24.5% |
| 6M | -9.7% | -10.7% | +1.0% | -6.6% |
| YTD | -1.4% | -6.7% | +5.2% | +0.5% |
| 1Y | +13.9% | -6.8% | +20.8% | +16.1% |
| 3Y | +94.0% | +34.5% | +59.5% | +72.7% |
| 5Y | +184.0% | +35.8% | +148.3% | +150.1% |
| 10Y | +406.8% | +141.7% | +265.0% | +264.4% |
| All | +17,451.9% | +2,082.2% | +15,369.6% | +6,655.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling