-34.0%
CLF vs PEG
+25.9%
-59.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -19.6% | -2.3% | -17.3% | -19.0% |
| 30D | -5.0% | +1.2% | -6.2% | -5.5% |
| 3M | -6.3% | -2.4% | -3.9% | -5.7% |
| 6M | +2.8% | -6.9% | +9.6% | +5.1% |
| YTD | -13.7% | -7.2% | -6.5% | -12.1% |
| 1Y | +13.6% | -8.9% | +22.4% | +16.5% |
| 3Y | -34.0% | +27.1% | -61.1% | -41.3% |
| All | -34.0% | +25.9% | -59.9% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling