+106.3%
CNH vs PEG
+167.4%
-61.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.8% | -4.5% |
| 7D | +6.4% | +2.3% | +4.1% | +5.4% |
| 30D | -1.6% | +6.1% | -7.8% | -4.3% |
| 3M | +11.6% | -0.5% | +12.1% | +11.5% |
| 6M | +12.5% | -3.2% | +15.7% | +13.9% |
| YTD | +31.1% | -4.4% | +35.5% | +33.1% |
| 1Y | +17.0% | -7.4% | +24.4% | +20.5% |
| 3Y | +28.7% | +33.9% | -5.2% | +7.2% |
| 5Y | -17.4% | +42.3% | -59.7% | -34.1% |
| All | +106.3% | +167.4% | -61.1% | +42.4% |
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