+1,812.7%
CNP vs PEG
+2,907.1%
-1,094.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +1.1% | +0.7% | +0.4% | +0.6% |
| 30D | -1.8% | -2.4% | +0.6% | -0.1% |
| 3M | -4.6% | -4.8% | +0.1% | -1.3% |
| 6M | -8.8% | -10.7% | +1.8% | -1.5% |
| YTD | +5.2% | -6.7% | +11.9% | +10.1% |
| 1Y | +8.3% | -6.8% | +15.2% | +13.1% |
| 3Y | +54.9% | +34.5% | +20.4% | +22.6% |
| 5Y | +73.5% | +35.8% | +37.7% | +35.7% |
| 10Y | +139.1% | +141.7% | -2.6% | +27.8% |
| All | +1,812.7% | +2,907.1% | -1,094.4% | +104.9% |
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