+7.6%
CL vs PEG
-5.5%
+13.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.7% |
| 30D | -5.2% | -1.9% | -3.3% | -4.7% |
| 3M | +3.3% | -3.7% | +7.0% | +4.5% |
| 6M | -4.4% | -9.4% | +5.1% | -2.0% |
| YTD | +13.9% | -6.0% | +19.9% | +16.6% |
| 1Y | +7.6% | -4.4% | +12.0% | +10.1% |
| All | +7.6% | -5.5% | +13.2% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling