+160.7%
CNH vs PEG
+139.0%
+21.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +32.6% | -1.7% | +34.4% | +33.5% |
| 3M | +29.4% | -6.8% | +36.2% | +33.5% |
| 6M | +26.0% | -11.4% | +37.3% | +32.9% |
| YTD | +52.2% | -7.2% | +59.4% | +56.9% |
| 1Y | +23.9% | -6.1% | +30.0% | +26.4% |
| 3Y | +10.1% | +31.8% | -21.6% | -7.4% |
| 5Y | +13.2% | +35.6% | -22.4% | -7.4% |
| 10Y | +160.7% | +148.7% | +11.9% | +74.1% |
| All | +160.7% | +139.0% | +21.6% | +74.1% |
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 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