+606.1%
COST vs PEG
+148.0%
+458.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | -4.7% | -3.7% | -1.0% | -3.7% |
| 3M | -7.1% | -7.3% | +0.2% | -5.0% |
| 6M | -8.5% | -10.5% | +1.9% | -5.7% |
| YTD | +5.4% | -7.5% | +12.9% | +7.5% |
| 1Y | -5.6% | -8.7% | +3.1% | -3.6% |
| 3Y | +68.5% | +31.4% | +37.1% | +51.0% |
| 5Y | +105.2% | +37.8% | +67.5% | +80.4% |
| All | +606.1% | +148.0% | +458.1% | +442.3% |
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