+753.7%
CCJ vs PEG
+171.2%
+582.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.1% |
| 7D | -0.8% | +4.5% | -5.3% | -2.7% |
| 30D | -13.2% | +7.5% | -20.7% | -16.1% |
| 3M | -27.6% | +0.8% | -28.5% | -28.0% |
| 6M | -38.7% | 0.0% | -38.7% | -38.9% |
| YTD | -22.7% | -3.0% | -19.6% | -21.9% |
| 1Y | -17.6% | -4.7% | -12.8% | -16.1% |
| 3Y | +62.7% | +36.5% | +26.2% | +42.7% |
| 5Y | +159.7% | +44.4% | +115.4% | +122.1% |
| All | +753.7% | +171.2% | +582.4% | +481.5% |
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