+4,100.0%
CMG vs PEG
+345.9%
+3,754.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | +12.7% | -1.9% | +14.6% | +13.4% |
| 3M | +26.3% | -3.7% | +29.9% | +27.8% |
| 6M | +4.5% | -9.4% | +13.9% | +7.8% |
| YTD | -0.1% | -6.0% | +5.9% | +1.5% |
| 1Y | -6.8% | -4.4% | -2.4% | -6.2% |
| 3Y | -5.0% | +33.5% | -38.5% | -16.2% |
| 5Y | -3.0% | +35.7% | -38.8% | -15.9% |
| 10Y | +323.6% | +140.4% | +183.1% | +189.4% |
| All | +4,100.0% | +345.9% | +3,754.1% | +2,109.8% |
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 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