+75.3%
CME vs PEG
+32.7%
+42.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +4.2% | -2.6% | +6.8% | +4.8% |
| 3M | +7.3% | -7.6% | +15.0% | +9.2% |
| 6M | -11.4% | -12.2% | +0.8% | -8.9% |
| YTD | +3.5% | -8.1% | +11.6% | +5.2% |
| 1Y | +8.6% | -7.0% | +15.6% | +9.9% |
| 3Y | +51.6% | +30.6% | +21.0% | +36.7% |
| 5Y | +75.3% | +34.4% | +40.9% | +54.5% |
| All | +75.3% | +32.7% | +42.6% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling