+110.5%
CNC vs PEG
-6.2%
+116.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.6% | +12.1% | +12.6% |
| 7D | +13.4% | +1.0% | +12.3% | +13.2% |
| 30D | +18.2% | +6.6% | +11.6% | +17.5% |
| 3M | +18.6% | -3.1% | +21.8% | +18.7% |
| 6M | +41.9% | -7.4% | +49.3% | +43.0% |
| YTD | +84.7% | -6.4% | +91.2% | +87.1% |
| 1Y | +110.5% | -7.4% | +117.9% | +114.9% |
| All | +110.5% | -6.2% | +116.7% | +114.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling