+22.8%
CCJ vs PEG
-6.5%
+29.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | -1.3% | -2.8% | +1.4% | -0.7% |
| 3M | +2.5% | -6.9% | +9.4% | +4.3% |
| 6M | -18.9% | -11.4% | -7.5% | -16.8% |
| YTD | +6.5% | -7.4% | +13.9% | +8.5% |
| 1Y | +22.8% | -8.3% | +31.1% | +22.6% |
| All | +22.8% | -6.5% | +29.4% | +22.6% |
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