-25.9%
CCJ vs PEG
-6.2%
-19.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -14.5% | +1.0% | -15.5% | -15.0% |
| 30D | -18.1% | +6.6% | -24.7% | -20.8% |
| 3M | -23.0% | -3.1% | -19.9% | -22.3% |
| 6M | -39.4% | -7.4% | -32.0% | -37.5% |
| YTD | -21.7% | -6.4% | -15.2% | -20.9% |
| 1Y | -25.9% | -7.4% | -18.5% | -25.3% |
| All | -25.9% | -6.2% | -19.7% | -25.3% |
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