+1,082.1%
CCJ vs PEG
+2,103.5%
-1,021.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +41.0% |
| 5Y | +159.7% | +44.4% | +115.4% | +118.5% |
| 10Y | +769.3% | +170.2% | +599.1% | +429.1% |
| All | +1,082.1% | +2,103.5% | -1,021.4% | +341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling