+481.0%
CF vs PEG
+159.1%
+321.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.8% |
| 7D | +4.8% | +2.6% | +2.2% | +3.7% |
| 30D | +9.7% | +3.3% | +6.4% | +8.2% |
| 3M | +1.2% | +1.1% | +0.2% | +0.6% |
| 6M | +7.4% | -1.4% | +8.8% | +7.5% |
| YTD | +60.5% | -4.6% | +65.1% | +61.8% |
| 1Y | +50.7% | -7.2% | +58.0% | +53.7% |
| 3Y | +64.8% | +33.7% | +31.1% | +38.3% |
| 5Y | +115.8% | +40.8% | +75.0% | +72.2% |
| 10Y | +481.0% | +162.8% | +318.2% | +293.7% |
| All | +481.0% | +159.1% | +321.9% | +293.7% |
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