-34.0%
CCL vs PEG
+171.2%
-205.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.5% |
| 7D | -1.2% | +4.5% | -5.7% | -4.4% |
| 30D | +13.1% | +7.5% | +5.6% | +7.1% |
| 3M | +3.4% | +0.8% | +2.5% | +2.6% |
| 6M | +18.7% | 0.0% | +18.7% | +18.2% |
| YTD | -2.3% | -3.0% | +0.8% | -1.1% |
| 1Y | +14.2% | -4.7% | +18.9% | +16.9% |
| 3Y | +133.6% | +36.5% | +97.1% | +73.2% |
| 5Y | +33.5% | +44.4% | -10.9% | -8.0% |
| All | -34.0% | +171.2% | -205.3% | -65.1% |
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