+224.3%
CTVA vs PEG
+54.1%
+170.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.6% |
| 7D | -2.1% | +1.0% | -3.1% | -2.6% |
| 30D | +12.0% | -1.9% | +13.9% | +13.0% |
| 3M | +13.5% | -3.7% | +17.1% | +15.4% |
| 6M | +12.1% | -9.4% | +21.5% | +17.2% |
| YTD | +29.0% | -6.0% | +35.0% | +32.1% |
| 1Y | +18.9% | -4.4% | +23.2% | +20.3% |
| 3Y | +78.9% | +33.5% | +45.4% | +47.7% |
| 5Y | +105.2% | +35.7% | +69.5% | +64.7% |
| All | +224.3% | +54.1% | +170.1% | +118.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling