+14,817.8%
CAH vs PEG
+2,929.1%
+11,888.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +0.5% | +1.0% | -0.6% | +0.1% |
| 30D | +1.7% | -1.9% | +3.6% | +2.4% |
| 3M | +17.9% | -3.7% | +21.5% | +19.3% |
| 6M | +10.9% | -9.4% | +20.4% | +14.5% |
| YTD | +17.9% | -6.0% | +23.9% | +19.9% |
| 1Y | +61.7% | -4.4% | +66.1% | +63.4% |
| 3Y | +183.7% | +33.5% | +150.2% | +152.2% |
| 5Y | +401.3% | +35.7% | +365.6% | +339.4% |
| 10Y | +293.7% | +140.4% | +153.2% | +177.9% |
| All | +14,817.8% | +2,929.1% | +11,888.7% | +4,476.3% |
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 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