+216.7%
CTVA vs PEG
+51.7%
+165.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -4.5% | -0.9% | -3.6% | -4.1% |
| 30D | +11.3% | -3.7% | +15.0% | +13.3% |
| 3M | +12.3% | -7.3% | +19.6% | +16.4% |
| 6M | +7.2% | -10.5% | +17.7% | +12.6% |
| YTD | +26.0% | -7.5% | +33.5% | +30.0% |
| 1Y | +16.0% | -8.7% | +24.8% | +20.2% |
| 3Y | +73.9% | +31.4% | +42.5% | +44.7% |
| 5Y | +103.8% | +37.8% | +66.0% | +61.7% |
| All | +216.7% | +51.7% | +165.1% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling