+470.7%
CF vs PEG
+167.4%
+303.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +5.4% | +2.3% | +3.0% | +4.4% |
| 30D | +6.5% | +6.1% | +0.4% | +4.1% |
| 3M | +4.6% | -0.5% | +5.1% | +4.6% |
| 6M | -3.3% | -3.2% | -0.2% | -2.5% |
| YTD | +63.9% | -4.4% | +68.3% | +65.1% |
| 1Y | +50.4% | -7.4% | +57.8% | +53.5% |
| 3Y | +68.2% | +33.9% | +34.3% | +41.1% |
| 5Y | +113.8% | +42.3% | +71.5% | +69.6% |
| All | +470.7% | +167.4% | +303.3% | +285.8% |
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