+220.7%
CF vs PEG
+35.8%
+184.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | +14.8% | -2.4% | +17.3% | +15.2% |
| 3M | +14.1% | -4.8% | +18.8% | +14.8% |
| 6M | +28.5% | -10.7% | +39.2% | +30.4% |
| YTD | +74.9% | -6.7% | +81.6% | +76.0% |
| 1Y | +61.7% | -6.8% | +68.5% | +62.6% |
| 3Y | +80.3% | +34.5% | +45.8% | +66.1% |
| All | +220.7% | +35.8% | +184.9% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling