+322.0%
CMG vs PEG
+148.0%
+174.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +10.9% | -3.7% | +14.6% | +12.2% |
| 3M | +15.8% | -7.3% | +23.1% | +18.6% |
| 6M | +6.9% | -10.5% | +17.4% | +10.5% |
| YTD | -2.2% | -7.5% | +5.3% | -0.2% |
| 1Y | -7.1% | -8.7% | +1.6% | -5.0% |
| 3Y | -7.1% | +31.4% | -38.5% | -17.5% |
| 5Y | -4.8% | +37.8% | -42.6% | -17.8% |
| All | +322.0% | +148.0% | +174.0% | +242.9% |
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