+29.2%
CB vs PEG
-7.0%
+36.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.6% |
| 7D | +0.7% | +2.6% | -1.9% | +0.2% |
| 30D | +8.2% | +3.3% | +4.9% | +7.5% |
| 3M | +6.3% | +1.1% | +5.2% | +5.8% |
| 6M | +16.2% | -1.4% | +17.6% | +16.5% |
| YTD | +19.3% | -4.6% | +23.9% | +20.9% |
| 1Y | +29.2% | -7.2% | +36.4% | +31.2% |
| All | +29.2% | -7.0% | +36.2% | +31.2% |
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