+465.5%
CMS vs PEG
+2,889.6%
-2,424.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.7% |
| 7D | -1.3% | -2.3% | +0.9% | +0.1% |
| 30D | +6.3% | +1.2% | +5.1% | +5.5% |
| 3M | -2.1% | -2.4% | +0.3% | -0.7% |
| 6M | -5.1% | -6.9% | +1.8% | -0.9% |
| YTD | +1.3% | -7.2% | +8.5% | +5.8% |
| 1Y | -1.4% | -8.9% | +7.5% | +4.2% |
| 3Y | +36.9% | +27.1% | +9.8% | +15.6% |
| 5Y | +32.5% | +33.8% | -1.3% | +8.6% |
| 10Y | +126.8% | +150.2% | -23.4% | +25.2% |
| All | +465.5% | +2,889.6% | -2,424.0% | +1.1% |
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