+568.0%
CF vs PEG
+148.6%
+419.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -3.2% | -2.3% | -0.9% | -2.3% |
| 30D | +4.3% | +1.2% | +3.1% | +3.8% |
| 3M | +2.8% | -2.4% | +5.2% | +3.5% |
| 6M | +0.6% | -6.9% | +7.5% | +3.0% |
| YTD | +56.6% | -7.2% | +63.9% | +59.6% |
| 1Y | +49.6% | -8.9% | +58.5% | +53.5% |
| 3Y | +61.5% | +27.1% | +34.4% | +39.1% |
| 5Y | +124.0% | +33.8% | +90.2% | +83.7% |
| All | +568.0% | +148.6% | +419.3% | +383.1% |
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