-26.9%
CCL vs PEG
-5.7%
-21.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -18.2% | -1.7% | -16.5% | -17.9% |
| 3M | -17.7% | -6.8% | -10.9% | -16.6% |
| 6M | -13.0% | -11.4% | -1.6% | -11.6% |
| YTD | -24.5% | -7.2% | -17.2% | -23.1% |
| 1Y | -26.9% | -6.1% | -20.8% | -25.4% |
| All | -26.9% | -5.7% | -21.3% | -25.4% |
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