+1,065.3%
CCJ vs PEG
+148.3%
+917.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | -1.3% | -2.8% | +1.4% | -0.2% |
| 3M | +2.5% | -6.9% | +9.4% | +5.7% |
| 6M | -18.9% | -11.4% | -7.5% | -14.6% |
| YTD | +6.5% | -7.4% | +13.9% | +9.8% |
| 1Y | +22.8% | -8.3% | +31.1% | +26.6% |
| 3Y | +164.5% | +31.5% | +132.9% | +136.5% |
| 5Y | +303.7% | +38.0% | +265.8% | +252.8% |
| All | +1,065.3% | +148.3% | +917.0% | +739.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling