+1,312.5%
CLS vs PEG
+34.5%
+1,278.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.2% |
| 7D | +12.8% | +1.0% | +11.7% | +12.1% |
| 30D | +3.8% | -1.9% | +5.7% | +5.1% |
| 3M | -14.6% | -3.7% | -11.0% | -13.2% |
| 6M | +32.2% | -9.4% | +41.7% | +39.8% |
| YTD | +11.6% | -6.0% | +17.6% | +14.5% |
| 1Y | +35.1% | -4.4% | +39.4% | +36.1% |
| 3Y | +1,312.5% | +33.5% | +1,279.0% | +1,302.5% |
| All | +1,312.5% | +34.5% | +1,278.1% | +1,302.5% |
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