+35.7%
PEG vs COO
-39.5%
+75.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.3% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -1.9% | -8.8% | +6.9% | -0.1% |
| 3M | -3.7% | +1.3% | -5.0% | -4.2% |
| 6M | -9.4% | -11.6% | +2.1% | -7.5% |
| YTD | -6.0% | -17.4% | +11.4% | -2.7% |
| 1Y | -4.4% | -1.6% | -2.8% | -5.0% |
| 3Y | +33.5% | -22.6% | +56.2% | +36.4% |
| 5Y | +35.7% | -40.3% | +76.1% | +34.1% |
| All | +35.7% | -39.5% | +75.2% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling