+18.5%
CLF vs PEG
-7.6%
+26.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +16.0% | +2.3% | +13.6% | +15.3% |
| 30D | +1.6% | +6.1% | -4.5% | +0.1% |
| 3M | +6.7% | -0.5% | +7.2% | +7.3% |
| 6M | +21.1% | -3.2% | +24.3% | +22.9% |
| YTD | -1.6% | -4.4% | +2.8% | -3.3% |
| 1Y | +18.5% | -7.4% | +25.9% | +24.3% |
| All | +18.5% | -7.6% | +26.1% | +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 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