+562.3%
CEG vs PEG
+34.2%
+528.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.5% |
| 7D | +1.7% | +2.6% | -0.9% | -0.9% |
| 30D | -10.2% | +3.3% | -13.5% | -13.5% |
| 3M | -0.8% | +1.1% | -1.9% | -2.0% |
| 6M | -11.5% | -1.4% | -10.1% | -10.2% |
| YTD | -23.9% | -4.6% | -19.3% | -19.5% |
| 1Y | -25.4% | -7.2% | -18.2% | -18.9% |
| 3Y | +124.2% | +33.7% | +90.4% | +89.7% |
| All | +562.3% | +34.2% | +528.1% | +497.2% |
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