-42.6%
CAG vs PEG
+35.4%
-78.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -1.5% | -2.8% | +1.2% | -0.7% |
| 3M | +11.5% | -6.9% | +18.4% | +14.1% |
| 6M | -15.7% | -11.4% | -4.3% | -12.4% |
| YTD | -10.2% | -7.4% | -2.8% | -8.1% |
| 1Y | -18.1% | -8.3% | -9.8% | -16.0% |
| 3Y | -39.4% | +31.5% | -70.9% | -48.4% |
| 5Y | -42.6% | +38.0% | -80.5% | -52.2% |
| All | -42.6% | +35.4% | -78.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling