+471.5%
CF vs PEG
+171.2%
+300.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +4.8% | +4.5% | +0.3% | +3.0% |
| 30D | +4.7% | +7.5% | -2.8% | +1.8% |
| 3M | +7.4% | +0.8% | +6.6% | +6.8% |
| 6M | +0.6% | 0.0% | +0.6% | +0.1% |
| YTD | +64.1% | -3.0% | +67.2% | +64.4% |
| 1Y | +51.4% | -4.7% | +56.1% | +52.7% |
| 3Y | +67.8% | +36.5% | +31.3% | +39.7% |
| 5Y | +114.1% | +44.4% | +69.8% | +68.9% |
| All | +471.5% | +171.2% | +300.2% | +284.2% |
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