+305.8%
CME vs PEG
+161.7%
+144.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +2.5% | +1.5% | +1.0% | +1.8% |
| 30D | +13.9% | +5.0% | +8.9% | +11.6% |
| 3M | +22.4% | -0.3% | +22.7% | +22.3% |
| 6M | +12.9% | -2.7% | +15.5% | +13.7% |
| YTD | +19.6% | -5.1% | +24.7% | +21.2% |
| 1Y | +17.7% | -8.3% | +25.9% | +21.0% |
| 3Y | +65.3% | +33.0% | +32.3% | +38.8% |
| 5Y | +75.1% | +41.3% | +33.9% | +39.7% |
| 10Y | +305.8% | +164.5% | +141.2% | +159.9% |
| All | +305.8% | +161.7% | +144.1% | +159.9% |
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