+3.5%
CCL vs PEG
+38.2%
-34.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.7% |
| 7D | -0.1% | +1.0% | -1.2% | -0.7% |
| 30D | -20.0% | -1.9% | -18.1% | -19.2% |
| 3M | -13.7% | -3.7% | -10.0% | -12.1% |
| 6M | -9.0% | -9.4% | +0.4% | -4.5% |
| YTD | -22.8% | -6.0% | -16.8% | -20.8% |
| 1Y | -25.3% | -4.4% | -20.9% | -24.5% |
| 3Y | +54.1% | +33.5% | +20.5% | +26.6% |
| 5Y | +3.5% | +35.7% | -32.3% | -15.0% |
| All | +3.5% | +38.2% | -34.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling