+11,573.1%
COST vs PEG
+2,862.2%
+8,710.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -5.3% | -2.6% | -2.6% | -4.5% |
| 3M | -6.7% | -7.6% | +1.0% | -4.4% |
| 6M | -9.9% | -12.2% | +2.2% | -6.5% |
| YTD | +5.1% | -8.1% | +13.2% | +7.4% |
| 1Y | -7.3% | -7.0% | -0.3% | -5.8% |
| 3Y | +70.4% | +30.6% | +39.8% | +53.9% |
| 5Y | +104.4% | +34.4% | +70.0% | +82.1% |
| 10Y | +609.0% | +146.5% | +462.5% | +408.7% |
| All | +11,573.1% | +2,862.2% | +8,710.9% | +2,624.4% |
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