-13.3%
CLF vs PEG
+36.1%
-49.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +0.7% | +6.9% | +7.3% |
| 30D | -1.2% | -2.4% | +1.3% | -0.4% |
| 3M | -13.4% | -4.8% | -8.6% | -11.9% |
| 6M | +15.4% | -10.7% | +26.1% | +20.0% |
| YTD | -5.9% | -6.7% | +0.8% | -4.1% |
| 1Y | +18.8% | -6.8% | +25.7% | +21.3% |
| All | -13.3% | +36.1% | -49.4% | -26.1% |
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