+74.9%
CB vs PEG
+36.1%
+38.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.8% |
| 7D | +2.9% | +4.5% | -1.6% | +2.0% |
| 30D | +7.3% | +7.5% | -0.2% | +5.7% |
| 3M | +9.4% | +0.8% | +8.6% | +9.1% |
| 6M | +19.6% | 0.0% | +19.6% | +19.5% |
| YTD | +21.5% | -3.0% | +24.5% | +21.8% |
| 1Y | +28.0% | -4.7% | +32.7% | +28.9% |
| 3Y | +74.9% | +36.5% | +38.4% | +73.1% |
| All | +74.9% | +36.1% | +38.7% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling