+246.7%
CB vs PEG
+161.7%
+85.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.7% |
| 30D | +7.3% | +5.0% | +2.3% | +4.9% |
| 3M | +7.0% | -0.3% | +7.3% | +7.0% |
| 6M | +16.3% | -2.7% | +19.0% | +17.4% |
| YTD | +19.7% | -5.1% | +24.8% | +21.7% |
| 1Y | +27.8% | -8.3% | +36.1% | +31.9% |
| 3Y | +72.0% | +33.0% | +39.0% | +42.6% |
| 5Y | +104.9% | +41.3% | +63.6% | +61.1% |
| 10Y | +246.7% | +164.5% | +82.2% | +120.8% |
| All | +246.7% | +161.7% | +85.0% | +120.8% |
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