+103.2%
CB vs PEG
+33.6%
+69.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.2% | -2.3% | +2.5% | +1.0% |
| 30D | +9.1% | +1.2% | +7.8% | +8.6% |
| 3M | +3.4% | -2.4% | +5.8% | +4.1% |
| 6M | +14.1% | -6.9% | +21.0% | +16.5% |
| YTD | +18.0% | -7.2% | +25.2% | +20.2% |
| 1Y | +30.1% | -8.9% | +39.0% | +33.3% |
| 3Y | +71.8% | +27.1% | +44.7% | +52.8% |
| All | +103.2% | +33.6% | +69.6% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling