+73.4%
CL vs PEG
+148.6%
-75.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +1.3% | -2.3% | +3.6% | +2.3% |
| 30D | +11.4% | +1.2% | +10.1% | +10.9% |
| 3M | +4.4% | -2.4% | +6.8% | +5.3% |
| 6M | +10.8% | -6.9% | +17.6% | +13.8% |
| YTD | +25.1% | -7.2% | +32.3% | +28.4% |
| 1Y | +28.0% | -8.9% | +36.8% | +32.2% |
| 3Y | +37.6% | +27.1% | +10.5% | +20.6% |
| 5Y | +39.7% | +33.8% | +5.9% | +18.5% |
| All | +73.4% | +148.6% | -75.3% | +12.6% |
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