+141.0%
CI vs PEG
+136.9%
+4.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.8% |
| 7D | -1.1% | -1.0% | -0.1% | -0.7% |
| 30D | +0.5% | -2.6% | +3.1% | +1.6% |
| 3M | -5.2% | -7.6% | +2.4% | -2.0% |
| 6M | +4.3% | -12.2% | +16.5% | +10.0% |
| YTD | +2.8% | -8.1% | +10.9% | +6.0% |
| 1Y | -5.8% | -7.0% | +1.2% | -3.6% |
| 3Y | +4.7% | +30.6% | -25.8% | -11.1% |
| 5Y | +42.7% | +34.4% | +8.3% | +17.7% |
| 10Y | +141.0% | +146.5% | -5.5% | +60.8% |
| All | +141.0% | +136.9% | +4.1% | +60.8% |
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