+9.1%
CME vs PEG
-5.7%
+14.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +4.7% | -1.7% | +6.4% | +4.9% |
| 3M | +7.8% | -6.8% | +14.6% | +8.6% |
| 6M | -11.0% | -11.4% | +0.4% | -10.0% |
| YTD | +4.0% | -7.2% | +11.3% | +4.7% |
| 1Y | +9.1% | -6.1% | +15.2% | +10.8% |
| All | +9.1% | -5.7% | +14.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling