-63.7%
CSGP vs PEG
+42.5%
-106.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | -6.1% | +2.3% | -8.4% | -6.8% |
| 30D | +0.3% | +6.1% | -5.8% | -1.5% |
| 3M | -1.3% | -0.5% | -0.8% | -1.2% |
| 6M | -8.9% | -3.2% | -5.8% | -8.1% |
| YTD | -55.2% | -4.4% | -50.8% | -55.0% |
| 1Y | -56.4% | -7.4% | -49.0% | -55.6% |
| 3Y | -62.2% | +33.9% | -96.2% | -68.5% |
| 5Y | -63.7% | +42.3% | -106.0% | -72.1% |
| All | -63.7% | +42.5% | -106.1% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling