-17.6%
CCJ vs PEG
-5.8%
-11.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.2% |
| 7D | -0.8% | +4.5% | -5.3% | -3.0% |
| 30D | -13.2% | +7.5% | -20.7% | -16.6% |
| 3M | -27.6% | +0.8% | -28.5% | -28.4% |
| 6M | -38.7% | 0.0% | -38.7% | -39.5% |
| YTD | -22.7% | -3.0% | -19.6% | -23.7% |
| 1Y | -17.6% | -4.7% | -12.8% | -16.9% |
| All | -17.6% | -5.8% | -11.8% | -16.9% |
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 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