+56.6%
CART vs PEG
-7.0%
+63.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.3% | +2.6% | -2.3% | +0.5% |
| 30D | +22.4% | +3.3% | +19.1% | +22.9% |
| 3M | +15.6% | +1.1% | +14.6% | +15.4% |
| 6M | +44.9% | -1.4% | +46.4% | +44.9% |
| YTD | +30.0% | -4.6% | +34.6% | +34.6% |
| 1Y | +56.6% | -7.2% | +63.8% | +63.7% |
| All | +56.6% | -7.0% | +63.6% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling