+73.5%
CART vs PEG
+35.2%
+38.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +22.4% | +3.8% | +18.6% | +21.4% |
| 3M | +16.5% | +0.1% | +16.5% | +16.4% |
| 6M | +44.9% | -1.0% | +45.9% | +44.9% |
| YTD | +30.0% | -4.1% | +34.1% | +30.7% |
| 1Y | +59.1% | -6.9% | +65.9% | +61.3% |
| 3Y | +138.8% | +35.6% | +103.2% | +106.1% |
| All | +73.5% | +35.2% | +38.2% | +48.9% |
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 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