+208.8%
C vs PEG
+159.1%
+49.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.4% | +2.6% | -2.9% | -1.8% |
| 30D | -5.2% | +3.3% | -8.5% | -7.0% |
| 3M | -9.1% | +1.1% | -10.2% | -9.9% |
| 6M | -1.6% | -1.4% | -0.1% | -1.3% |
| YTD | +6.9% | -4.6% | +11.5% | +8.3% |
| 1Y | +23.0% | -7.2% | +30.2% | +26.5% |
| 3Y | +216.1% | +33.7% | +182.4% | +155.4% |
| 5Y | +112.2% | +40.8% | +71.4% | +62.6% |
| 10Y | +208.8% | +162.8% | +46.0% | +96.9% |
| All | +208.8% | +159.1% | +49.7% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling