+80.1%
CLF vs PEG
+155.4%
-75.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.3% | +3.6% | +5.3% |
| 7D | -14.1% | +0.9% | -15.0% | -14.4% |
| 30D | -5.5% | +3.8% | -9.4% | -7.6% |
| 3M | 0.0% | +0.1% | -0.1% | -0.4% |
| 6M | +11.3% | -1.0% | +12.2% | +11.4% |
| YTD | -7.7% | -4.1% | -3.6% | -6.6% |
| 1Y | +17.5% | -6.9% | +24.4% | +20.9% |
| 3Y | -25.4% | +35.6% | -61.1% | -39.4% |
| 5Y | -46.0% | +42.8% | -88.7% | -57.7% |
| 10Y | +80.1% | +160.2% | -80.1% | +24.3% |
| All | +80.1% | +155.4% | -75.4% | +24.3% |
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