-63.2%
CSGP vs PEG
+33.6%
-96.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.5% |
| 7D | +1.3% | -2.3% | +3.5% | +2.1% |
| 30D | +10.7% | +1.2% | +9.5% | +10.4% |
| 3M | +3.3% | -2.4% | +5.6% | +4.1% |
| 6M | -10.3% | -6.9% | -3.5% | -8.3% |
| YTD | -54.6% | -7.2% | -47.3% | -53.8% |
| 1Y | -54.6% | -8.9% | -45.8% | -53.6% |
| 3Y | -60.3% | +27.1% | -87.5% | -66.2% |
| All | -63.2% | +33.6% | -96.8% | -71.4% |
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