+71.5%
CART vs PEG
+31.8%
+39.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +27.1% | +1.9% | +25.2% | +26.5% |
| 3M | +27.4% | -2.3% | +29.8% | +28.0% |
| 6M | +32.1% | -6.7% | +38.8% | +34.0% |
| YTD | +28.5% | -6.6% | +35.1% | +29.9% |
| 1Y | +58.8% | -5.3% | +64.1% | +59.6% |
| 3Y | +114.8% | +26.8% | +87.9% | +88.8% |
| All | +71.5% | +31.8% | +39.7% | +48.0% |
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 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