+6,781.2%
CME vs PEG
+1,172.7%
+5,608.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | +6.2% | -2.4% | +8.7% | +7.4% |
| 3M | +10.4% | -4.8% | +15.2% | +12.7% |
| 6M | -9.5% | -10.7% | +1.2% | -5.2% |
| YTD | +6.0% | -6.7% | +12.7% | +8.6% |
| 1Y | +9.3% | -6.8% | +16.1% | +11.8% |
| 3Y | +57.7% | +34.5% | +23.2% | +32.3% |
| 5Y | +77.7% | +35.8% | +41.9% | +46.0% |
| 10Y | +281.2% | +141.7% | +139.5% | +130.8% |
| All | +6,781.2% | +1,172.7% | +5,608.5% | +1,860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling