+4,850.5%
CL vs PEG
+2,907.1%
+1,943.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -4.8% | -2.4% | -2.4% | -4.1% |
| 3M | +4.9% | -4.8% | +9.7% | +6.6% |
| 6M | -5.7% | -10.7% | +5.0% | -2.3% |
| YTD | +14.4% | -6.7% | +21.1% | +16.7% |
| 1Y | +8.7% | -6.8% | +15.6% | +10.8% |
| 3Y | +30.0% | +34.5% | -4.5% | +15.9% |
| 5Y | +28.4% | +35.8% | -7.4% | +13.5% |
| 10Y | +50.1% | +141.7% | -91.6% | +8.8% |
| All | +4,850.5% | +2,907.1% | +1,943.4% | +1,325.6% |
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 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