-69.9%
CPNG vs PEG
+53.9%
-123.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.4% |
| 7D | -6.3% | +1.0% | -7.3% | -6.6% |
| 30D | -8.7% | -1.9% | -6.9% | -8.2% |
| 3M | -2.4% | -3.7% | +1.2% | -1.4% |
| 6M | -22.3% | -9.4% | -12.9% | -19.8% |
| YTD | -37.2% | -6.0% | -31.2% | -36.2% |
| 1Y | -53.0% | -4.4% | -48.6% | -52.6% |
| 3Y | -20.0% | +33.5% | -53.6% | -30.3% |
| 5Y | -52.8% | +35.7% | -88.5% | -60.3% |
| All | -69.9% | +53.9% | -123.9% | -75.5% |
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