+6,646.7%
CB vs PEG
+1,983.9%
+4,662.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | -3.1% | -2.4% | -0.7% | -2.1% |
| 3M | +9.0% | -4.8% | +13.7% | +11.2% |
| 6M | +2.9% | -10.7% | +13.5% | +7.8% |
| YTD | +10.1% | -6.7% | +16.8% | +12.8% |
| 1Y | +22.8% | -6.8% | +29.6% | +25.6% |
| 3Y | +73.8% | +34.5% | +39.3% | +47.6% |
| 5Y | +99.2% | +35.8% | +63.4% | +66.4% |
| 10Y | +218.2% | +141.7% | +76.5% | +102.1% |
| All | +6,646.7% | +1,983.9% | +4,662.7% | +1,864.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling