+4,405.6%
CNC vs PEG
+847.8%
+3,557.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | -1.0% | +1.0% | -2.0% | -1.4% |
| 30D | -1.8% | -1.9% | +0.1% | -1.1% |
| 3M | -0.7% | -3.7% | +3.0% | +0.6% |
| 6M | +47.9% | -9.4% | +57.4% | +53.0% |
| YTD | +56.9% | -6.0% | +62.9% | +59.6% |
| 1Y | +123.9% | -4.4% | +128.3% | +125.8% |
| 3Y | -1.3% | +33.5% | -34.8% | -13.7% |
| 5Y | +2.8% | +35.7% | -33.0% | -11.4% |
| 10Y | +90.9% | +140.4% | -49.5% | +30.6% |
| All | +4,405.6% | +847.8% | +3,557.8% | +1,649.6% |
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