+152.0%
PEG vs COO
+45.8%
+106.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.5% |
| 7D | +1.0% | -2.3% | +3.3% | +1.7% |
| 30D | -1.9% | -8.8% | +6.9% | +0.6% |
| 3M | -3.7% | +1.3% | -5.0% | -4.3% |
| 6M | -9.4% | -11.6% | +2.1% | -6.8% |
| YTD | -6.0% | -17.4% | +11.4% | -1.5% |
| 1Y | -4.4% | -1.6% | -2.8% | -5.2% |
| 3Y | +33.5% | -22.6% | +56.2% | +37.8% |
| 5Y | +35.7% | -40.3% | +76.1% | +49.9% |
| All | +152.0% | +45.8% | +106.2% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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