+2,923.1%
PEG vs COO
+5,462.0%
-2,538.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.6% | +4.5% | -1.9% | +2.3% |
| 30D | +3.3% | +16.9% | -13.6% | +2.5% |
| 3M | +1.1% | -16.7% | +17.8% | +1.9% |
| 6M | -1.4% | +5.9% | -7.4% | -1.9% |
| YTD | -4.6% | -22.4% | +17.9% | -3.6% |
| 1Y | -7.2% | -10.1% | +2.9% | -6.9% |
| 3Y | +33.7% | -22.8% | +56.5% | +34.6% |
| 5Y | +40.8% | -41.4% | +82.2% | +43.3% |
| 10Y | +162.8% | +41.3% | +121.6% | +158.2% |
| All | +2,923.1% | +5,462.0% | -2,538.9% | +2,747.3% |
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