+73.8%
CNP vs PEG
+40.7%
+33.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -0.1% | +1.5% | -1.6% | -1.1% |
| 30D | +5.0% | +5.0% | +0.1% | +1.8% |
| 3M | +2.7% | -0.3% | +3.0% | +2.7% |
| 6M | -1.9% | -2.7% | +0.8% | -0.3% |
| YTD | +8.8% | -5.1% | +13.8% | +12.1% |
| 1Y | +5.6% | -8.3% | +13.9% | +11.2% |
| 3Y | +63.2% | +33.0% | +30.2% | +25.9% |
| 5Y | +73.8% | +41.3% | +32.5% | +26.2% |
| All | +73.8% | +40.7% | +33.1% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling