+3,388.4%
CSGP vs PEG
+1,251.8%
+2,136.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +13.9% | -0.7% | +14.6% | +14.2% |
| 30D | +16.0% | +1.9% | +14.1% | +15.4% |
| 3M | +6.1% | -2.3% | +8.4% | +6.9% |
| 6M | -8.2% | -6.7% | -1.5% | -6.2% |
| YTD | -52.3% | -6.6% | -45.7% | -51.6% |
| 1Y | -54.5% | -5.3% | -49.2% | -54.1% |
| 3Y | -58.6% | +26.8% | -85.4% | -62.4% |
| 5Y | -61.5% | +34.7% | -96.2% | -65.9% |
| 10Y | +74.7% | +151.8% | -77.2% | +25.2% |
| All | +3,388.4% | +1,251.8% | +2,136.7% | +2,082.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling