+70.2%
CIFR vs PEG
+48.2%
+22.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -5.0% | -0.9% | -4.1% | -4.4% |
| 30D | -5.7% | -3.7% | -2.0% | -3.2% |
| 3M | -25.5% | -7.3% | -18.3% | -21.8% |
| 6M | +19.4% | -10.5% | +29.9% | +28.0% |
| YTD | +14.2% | -7.5% | +21.7% | +20.0% |
| 1Y | +69.0% | -8.7% | +77.7% | +79.3% |
| 3Y | +503.9% | +31.4% | +472.6% | +440.8% |
| 5Y | +27.7% | +37.8% | -10.1% | +13.8% |
| All | +70.2% | +48.2% | +22.0% | +49.5% |
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 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