+471.5%
CF vs PEG
+161.7%
+309.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +10.4% | +1.5% | +8.9% | +9.7% |
| 30D | +7.6% | +5.0% | +2.6% | +5.5% |
| 3M | +5.2% | -0.3% | +5.5% | +5.0% |
| 6M | -0.1% | -2.7% | +2.6% | +0.5% |
| YTD | +61.7% | -5.1% | +66.8% | +63.3% |
| 1Y | +50.3% | -8.3% | +58.6% | +53.9% |
| 3Y | +66.0% | +33.0% | +32.9% | +39.6% |
| 5Y | +114.5% | +41.3% | +73.2% | +70.6% |
| 10Y | +471.5% | +164.5% | +307.0% | +287.3% |
| All | +471.5% | +161.7% | +309.8% | +287.3% |
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