+273.1%
CME vs PEG
+148.7%
+124.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +4.7% | -1.7% | +6.4% | +5.4% |
| 3M | +7.8% | -6.8% | +14.6% | +10.8% |
| 6M | -11.0% | -11.4% | +0.4% | -6.8% |
| YTD | +4.0% | -7.2% | +11.3% | +6.6% |
| 1Y | +9.1% | -6.1% | +15.2% | +11.0% |
| 3Y | +52.3% | +31.8% | +20.5% | +28.8% |
| 5Y | +76.1% | +35.6% | +40.5% | +44.1% |
| All | +273.1% | +148.7% | +124.4% | +151.3% |
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 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