-46.8%
CPNG vs PEG
-7.0%
-39.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -7.4% | +0.7% | -8.1% | -7.5% |
| 30D | -4.4% | -2.4% | -2.0% | -4.3% |
| 3M | -7.5% | -4.8% | -2.7% | -7.4% |
| 6M | -19.9% | -10.7% | -9.3% | -19.2% |
| YTD | -35.2% | -6.7% | -28.5% | -35.2% |
| 1Y | -46.8% | -6.8% | -39.9% | -45.9% |
| All | -46.8% | -7.0% | -39.8% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling