-65.3%
CSGP vs PEG
-7.0%
-58.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.5% |
| 7D | -4.1% | +0.7% | -4.8% | -4.0% |
| 30D | +2.3% | -2.4% | +4.8% | +1.9% |
| 3M | -8.2% | -4.8% | -3.4% | -8.4% |
| 6M | -35.1% | -10.7% | -24.4% | -36.5% |
| YTD | -54.0% | -6.7% | -47.4% | -54.7% |
| 1Y | -65.3% | -6.8% | -58.5% | -65.9% |
| All | -65.3% | -7.0% | -58.3% | -65.9% |
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