+7,463.6%
CI vs PEG
+2,907.1%
+4,556.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +4.4% | -2.4% | +6.9% | +5.6% |
| 3M | +0.7% | -4.8% | +5.4% | +2.9% |
| 6M | +0.3% | -10.7% | +11.0% | +5.4% |
| YTD | +3.8% | -6.7% | +10.5% | +6.6% |
| 1Y | -5.5% | -6.8% | +1.4% | -3.1% |
| 3Y | +8.1% | +34.5% | -26.4% | -8.8% |
| 5Y | +42.8% | +35.8% | +7.0% | +18.3% |
| 10Y | +143.9% | +141.7% | +2.1% | +49.4% |
| All | +7,463.6% | +2,907.1% | +4,556.5% | +1,348.2% |
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