-69.3%
CPNG vs PEG
+51.5%
-120.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -7.4% | -3.7% | -3.6% | -6.2% |
| 3M | -12.3% | -7.3% | -5.1% | -10.2% |
| 6M | -19.4% | -10.5% | -9.0% | -16.4% |
| YTD | -35.9% | -7.5% | -28.4% | -34.5% |
| 1Y | -53.4% | -8.7% | -44.7% | -52.2% |
| 3Y | -20.0% | +31.4% | -51.4% | -29.9% |
| 5Y | -49.6% | +37.8% | -87.3% | -57.2% |
| All | -69.3% | +51.5% | -120.8% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling