+22.1%
CB vs PEG
-5.5%
+27.6%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -0.6% | +1.0% | -1.7% | -0.8% |
| 30D | -3.9% | -1.9% | -2.0% | -3.7% |
| 3M | +4.9% | -3.7% | +8.6% | +5.6% |
| 6M | +3.3% | -9.4% | +12.7% | +4.3% |
| YTD | +8.5% | -6.0% | +14.5% | +9.7% |
| 1Y | +22.1% | -4.4% | +26.4% | +23.2% |
| All | +22.1% | -5.5% | +27.6% | +23.2% |
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