+62.0%
CFG vs PEG
+33.6%
+28.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.6% |
| 7D | -0.9% | -2.3% | +1.4% | +0.2% |
| 30D | +1.1% | +1.2% | -0.1% | +0.4% |
| 3M | -12.0% | -2.4% | -9.6% | -11.1% |
| 6M | -2.2% | -6.9% | +4.6% | +0.9% |
| YTD | +11.4% | -7.2% | +18.6% | +14.3% |
| 1Y | +27.8% | -8.9% | +36.7% | +32.3% |
| 3Y | +173.3% | +27.1% | +146.2% | +129.7% |
| All | +62.0% | +33.6% | +28.4% | +24.5% |
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