+65.2%
CSGP vs PEG
+148.6%
-83.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.4% |
| 7D | +1.3% | -2.3% | +3.5% | +2.2% |
| 30D | +10.7% | +1.2% | +9.5% | +10.3% |
| 3M | +3.3% | -2.4% | +5.6% | +4.2% |
| 6M | -10.3% | -6.9% | -3.5% | -8.0% |
| YTD | -54.6% | -7.2% | -47.3% | -53.6% |
| 1Y | -54.6% | -8.9% | -45.8% | -53.4% |
| 3Y | -60.3% | +27.1% | -87.5% | -65.4% |
| 5Y | -63.3% | +33.8% | -97.1% | -69.1% |
| All | +65.2% | +148.6% | -83.4% | +18.1% |
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