+71.8%
CB vs PEG
+25.9%
+45.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | +9.1% | +1.2% | +7.8% | +8.8% |
| 3M | +3.4% | -2.4% | +5.8% | +3.8% |
| 6M | +14.1% | -6.9% | +21.0% | +15.7% |
| YTD | +18.0% | -7.2% | +25.2% | +19.5% |
| 1Y | +30.1% | -8.9% | +39.0% | +32.3% |
| 3Y | +71.8% | +27.1% | +44.7% | +69.8% |
| All | +71.8% | +25.9% | +45.8% | +69.8% |
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 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