+2,856.5%
PEG vs COO
+5,988.7%
-3,132.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | +0.7% | -2.2% | +2.9% | +0.8% |
| 30D | -2.4% | -7.0% | +4.6% | -2.1% |
| 3M | -4.8% | +12.2% | -17.0% | -5.4% |
| 6M | -10.7% | -15.1% | +4.4% | -10.0% |
| YTD | -6.7% | -15.1% | +8.4% | -6.0% |
| 1Y | -6.8% | +2.3% | -9.2% | -7.1% |
| 3Y | +34.5% | -23.7% | +58.2% | +35.6% |
| 5Y | +35.8% | -38.9% | +74.7% | +37.9% |
| 10Y | +141.7% | +49.9% | +91.8% | +136.9% |
| All | +2,856.5% | +5,988.7% | -3,132.2% | +2,674.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling