+639.5%
CEG vs PEG
+31.2%
+608.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +8.0% | +0.7% | +7.3% | +7.2% |
| 30D | +12.9% | -2.4% | +15.4% | +15.8% |
| 3M | +13.2% | -4.8% | +18.0% | +18.7% |
| 6M | -7.0% | -10.7% | +3.7% | +5.2% |
| YTD | -15.0% | -6.7% | -8.3% | -8.1% |
| 1Y | -2.7% | -6.8% | +4.1% | +4.8% |
| 3Y | +184.1% | +34.5% | +149.6% | +140.6% |
| All | +639.5% | +31.2% | +608.3% | +582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling