+45.7%
CNH vs PEG
+256.8%
-211.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.7% | +1.5% | +5.2% | +6.1% |
| 30D | +7.2% | +5.0% | +2.2% | +5.1% |
| 3M | +17.5% | -0.3% | +17.8% | +17.3% |
| 6M | +15.0% | -2.7% | +17.6% | +16.0% |
| YTD | +36.8% | -5.1% | +41.8% | +39.2% |
| 1Y | +27.6% | -8.3% | +35.9% | +31.8% |
| 3Y | +34.3% | +33.0% | +1.3% | +14.5% |
| 5Y | -12.2% | +41.3% | -53.5% | -27.9% |
| 10Y | +113.9% | +164.5% | -50.7% | +37.6% |
| All | +45.7% | +256.8% | -211.1% | -15.1% |
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 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