+7.8%
CNH vs PEG
+34.5%
-26.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | +8.8% | +1.0% | +7.8% | +8.4% |
| 30D | +24.7% | -1.9% | +26.5% | +25.3% |
| 3M | +27.3% | -3.7% | +31.0% | +28.8% |
| 6M | +23.2% | -9.4% | +32.6% | +26.8% |
| YTD | +48.9% | -6.0% | +54.9% | +51.6% |
| 1Y | +19.4% | -4.4% | +23.8% | +20.4% |
| 3Y | +7.8% | +33.5% | -25.8% | -10.0% |
| All | +7.8% | +34.5% | -26.7% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling