+591.8%
CAG vs PEG
+2,929.1%
-2,337.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -5.3% | +1.0% | -6.3% | -5.6% |
| 30D | +1.0% | -1.9% | +2.9% | +1.5% |
| 3M | +17.4% | -3.7% | +21.0% | +18.6% |
| 6M | -16.8% | -9.4% | -7.4% | -14.5% |
| YTD | -6.8% | -6.0% | -0.8% | -5.3% |
| 1Y | -15.4% | -4.4% | -11.0% | -14.6% |
| 3Y | -37.1% | +33.5% | -70.6% | -43.0% |
| 5Y | -41.3% | +35.7% | -77.0% | -47.3% |
| 10Y | -35.5% | +140.4% | -175.9% | -51.6% |
| All | +591.8% | +2,929.1% | -2,337.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling