+33.9%
CCL vs PEG
+43.5%
-9.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.2% |
| 7D | -1.2% | +4.5% | -5.7% | -3.5% |
| 30D | +13.1% | +7.5% | +5.6% | +8.8% |
| 3M | +3.4% | +0.8% | +2.5% | +2.8% |
| 6M | +18.7% | 0.0% | +18.7% | +18.3% |
| YTD | -2.3% | -3.0% | +0.8% | -1.4% |
| 1Y | +14.2% | -4.7% | +18.9% | +16.2% |
| 3Y | +133.6% | +36.5% | +97.1% | +87.6% |
| All | +33.9% | +43.5% | -9.6% | +3.9% |
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