+223.5%
CB vs PEG
+139.0%
+84.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -3.1% | -1.7% | -1.3% | -2.3% |
| 3M | +4.2% | -6.8% | +10.9% | +7.5% |
| 6M | +4.7% | -11.4% | +16.1% | +10.4% |
| YTD | +8.8% | -7.2% | +16.1% | +11.9% |
| 1Y | +22.6% | -6.1% | +28.8% | +25.0% |
| 3Y | +70.6% | +31.8% | +38.9% | +42.2% |
| 5Y | +99.4% | +35.6% | +63.8% | +60.6% |
| 10Y | +223.5% | +148.7% | +74.7% | +104.9% |
| All | +223.5% | +139.0% | +84.4% | +104.9% |
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