-37.7%
CAG vs PEG
+148.0%
-185.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | -2.4% | -3.7% | +1.3% | -1.2% |
| 3M | +9.8% | -7.3% | +17.1% | +12.6% |
| 6M | -10.8% | -10.5% | -0.4% | -7.6% |
| YTD | -10.8% | -7.5% | -3.3% | -8.6% |
| 1Y | -19.0% | -8.7% | -10.2% | -16.7% |
| 3Y | -39.7% | +31.4% | -71.0% | -46.9% |
| 5Y | -43.0% | +37.8% | -80.8% | -51.0% |
| All | -37.7% | +148.0% | -185.7% | -57.3% |
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