+306.8%
CFG vs PEG
+139.0%
+167.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | -4.5% | -1.7% | -2.8% | -3.5% |
| 3M | +6.3% | -6.8% | +13.1% | +10.9% |
| 6M | +20.6% | -11.4% | +32.0% | +29.3% |
| YTD | +21.2% | -7.2% | +28.5% | +25.7% |
| 1Y | +38.2% | -6.1% | +44.3% | +41.6% |
| 3Y | +185.9% | +31.8% | +154.2% | +127.6% |
| 5Y | +97.0% | +35.6% | +61.4% | +50.5% |
| 10Y | +306.8% | +148.7% | +158.1% | +166.6% |
| All | +306.8% | +139.0% | +167.8% | +166.6% |
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