+287.5%
CAH vs PEG
+148.0%
+139.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | +0.2% | -3.7% | +3.9% | +1.6% |
| 3M | +6.3% | -7.3% | +13.6% | +9.2% |
| 6M | +9.4% | -10.5% | +19.9% | +13.7% |
| YTD | +15.0% | -7.5% | +22.5% | +17.9% |
| 1Y | +55.4% | -8.7% | +64.2% | +60.0% |
| 3Y | +173.8% | +31.4% | +142.5% | +139.7% |
| 5Y | +395.2% | +37.8% | +357.4% | +320.4% |
| All | +287.5% | +148.0% | +139.5% | +177.0% |
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