+303.4%
CME vs PEG
+171.2%
+132.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.2% |
| 7D | +3.9% | +4.5% | -0.6% | +2.0% |
| 30D | +11.3% | +7.5% | +3.8% | +8.0% |
| 3M | +19.6% | +0.8% | +18.7% | +18.9% |
| 6M | +8.1% | 0.0% | +8.1% | +7.7% |
| YTD | +20.4% | -3.0% | +23.4% | +21.0% |
| 1Y | +16.5% | -4.7% | +21.2% | +17.9% |
| 3Y | +66.4% | +36.5% | +30.0% | +38.3% |
| 5Y | +74.5% | +44.4% | +30.1% | +37.9% |
| All | +303.4% | +171.2% | +132.1% | +156.8% |
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