+65.1%
CSGP vs PEG
+159.1%
-94.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -3.2% | +2.6% | -5.7% | -4.1% |
| 30D | +2.2% | +3.3% | -1.1% | +1.1% |
| 3M | -3.7% | +1.1% | -4.7% | -4.1% |
| 6M | -7.4% | -1.4% | -6.0% | -7.1% |
| YTD | -54.9% | -4.6% | -50.3% | -54.5% |
| 1Y | -54.9% | -7.2% | -47.7% | -54.0% |
| 3Y | -61.9% | +33.7% | -95.7% | -67.5% |
| 5Y | -63.1% | +40.8% | -103.9% | -69.6% |
| 10Y | +65.1% | +162.8% | -97.7% | +14.6% |
| All | +65.1% | +159.1% | -94.0% | +14.6% |
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