+243.0%
CB vs PEG
+155.4%
+87.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.8% | -2.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | +6.5% | +3.8% | +2.7% | +4.6% |
| 3M | +4.1% | +0.1% | +4.0% | +3.8% |
| 6M | +14.4% | -1.0% | +15.4% | +14.5% |
| YTD | +17.5% | -4.1% | +21.6% | +18.9% |
| 1Y | +27.5% | -6.9% | +34.4% | +30.7% |
| 3Y | +71.6% | +35.6% | +36.0% | +40.9% |
| 5Y | +100.6% | +42.8% | +57.9% | +57.0% |
| 10Y | +243.0% | +160.2% | +82.8% | +117.5% |
| All | +243.0% | +155.4% | +87.6% | +117.5% |
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