+580.6%
CF vs PEG
+140.8%
+439.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | +14.8% | -2.4% | +17.3% | +15.8% |
| 3M | +14.1% | -4.8% | +18.8% | +15.9% |
| 6M | +28.5% | -10.7% | +39.2% | +33.3% |
| YTD | +74.9% | -6.7% | +81.6% | +78.1% |
| 1Y | +61.7% | -6.8% | +68.5% | +64.3% |
| 3Y | +80.3% | +34.5% | +45.8% | +51.4% |
| 5Y | +226.0% | +35.8% | +190.2% | +165.9% |
| All | +580.6% | +140.8% | +439.8% | +372.1% |
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