+132.3%
CMS vs PEG
+155.4%
-23.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | +7.1% | +3.8% | +3.3% | +4.4% |
| 3M | -1.3% | +0.1% | -1.4% | -1.5% |
| 6M | -2.7% | -1.0% | -1.7% | -2.1% |
| YTD | +2.6% | -4.1% | +6.7% | +5.3% |
| 1Y | -2.0% | -6.9% | +4.8% | +2.5% |
| 3Y | +39.6% | +35.6% | +4.0% | +8.8% |
| 5Y | +35.3% | +42.8% | -7.4% | +1.7% |
| 10Y | +132.3% | +160.2% | -27.9% | +12.9% |
| All | +132.3% | +155.4% | -23.1% | +12.9% |
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