+105.2%
CTVA vs PEG
+35.4%
+69.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | +11.1% | -2.8% | +13.8% | +12.1% |
| 3M | +13.7% | -6.9% | +20.6% | +16.7% |
| 6M | +11.2% | -11.4% | +22.6% | +15.9% |
| YTD | +26.9% | -7.4% | +34.3% | +29.9% |
| 1Y | +18.8% | -8.3% | +27.1% | +21.9% |
| 3Y | +75.9% | +31.5% | +44.4% | +51.4% |
| 5Y | +105.2% | +38.0% | +67.3% | +69.1% |
| All | +105.2% | +35.4% | +69.8% | +69.1% |
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