+5,315.6%
CL vs PEG
+2,889.6%
+2,426.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +1.3% | -2.3% | +3.6% | +2.1% |
| 30D | +11.4% | +1.2% | +10.1% | +10.9% |
| 3M | +4.4% | -2.4% | +6.8% | +5.2% |
| 6M | +10.8% | -6.9% | +17.6% | +13.3% |
| YTD | +25.1% | -7.2% | +32.3% | +27.9% |
| 1Y | +28.0% | -8.9% | +36.8% | +31.5% |
| 3Y | +37.6% | +27.1% | +10.5% | +25.1% |
| 5Y | +39.7% | +33.8% | +5.9% | +24.1% |
| 10Y | +75.8% | +150.2% | -74.4% | +26.2% |
| All | +5,315.6% | +2,889.6% | +2,426.1% | +1,462.0% |
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