+104.7%
COST vs PEG
+35.4%
+69.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | -4.4% | -2.8% | -1.7% | -3.7% |
| 3M | -8.1% | -6.9% | -1.2% | -6.1% |
| 6M | -9.2% | -11.4% | +2.2% | -6.0% |
| YTD | +5.1% | -7.4% | +12.5% | +7.2% |
| 1Y | -5.1% | -8.3% | +3.2% | -3.1% |
| 3Y | +70.4% | +31.5% | +38.8% | +48.2% |
| 5Y | +104.7% | +38.0% | +66.8% | +77.6% |
| All | +104.7% | +35.4% | +69.3% | +77.6% |
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