-51.1%
CPNG vs PEG
+35.4%
-86.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -0.9% | -4.5% | -5.1% |
| 30D | -11.1% | -2.8% | -8.3% | -10.2% |
| 3M | -3.0% | -6.9% | +4.0% | -0.5% |
| 6M | -23.5% | -11.4% | -12.1% | -20.1% |
| YTD | -37.8% | -7.4% | -30.4% | -36.4% |
| 1Y | -54.3% | -8.3% | -46.1% | -53.2% |
| 3Y | -20.8% | +31.5% | -52.3% | -32.2% |
| 5Y | -51.1% | +38.0% | -89.0% | -62.0% |
| All | -51.1% | +35.4% | -86.5% | -62.0% |
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