-62.8%
CSGP vs PEG
+34.5%
-97.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | +2.3% | -2.4% | +4.8% | +2.8% |
| 3M | -8.2% | -4.8% | -3.4% | -7.1% |
| 6M | -35.1% | -10.7% | -24.4% | -33.5% |
| YTD | -54.0% | -6.7% | -47.4% | -53.7% |
| 1Y | -65.3% | -6.8% | -58.5% | -65.1% |
| All | -62.8% | +34.5% | -97.3% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling