+115.8%
CMS vs PEG
+145.3%
-29.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | 0.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.5% |
| 30D | -3.2% | -1.9% | -1.3% | -1.9% |
| 3M | -2.2% | -3.7% | +1.5% | +0.3% |
| 6M | -9.4% | -9.4% | 0.0% | -3.2% |
| YTD | +0.7% | -6.0% | +6.7% | +4.8% |
| 1Y | +0.4% | -4.4% | +4.7% | +3.0% |
| 3Y | +35.2% | +33.5% | +1.6% | +6.4% |
| 5Y | +24.1% | +35.7% | -11.6% | -3.6% |
| 10Y | +115.8% | +140.4% | -24.6% | +8.4% |
| All | +115.8% | +145.3% | -29.5% | +8.4% |
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