+362.4%
CFG vs PEG
+194.2%
+168.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | -3.8% | -2.4% | -1.4% | -2.5% |
| 3M | +11.5% | -4.8% | +16.3% | +14.3% |
| 6M | +19.2% | -10.7% | +29.9% | +26.3% |
| YTD | +23.7% | -6.7% | +30.4% | +27.4% |
| 1Y | +38.8% | -6.8% | +45.7% | +42.6% |
| 3Y | +178.9% | +34.5% | +144.4% | +127.2% |
| 5Y | +101.8% | +35.8% | +66.0% | +61.3% |
| 10Y | +317.3% | +141.7% | +175.5% | +171.0% |
| All | +362.4% | +194.2% | +168.2% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling