+231.7%
CTVA vs PEG
+53.0%
+178.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +4.9% | +0.7% | +4.2% | +4.6% |
| 30D | +11.9% | -2.4% | +14.4% | +13.2% |
| 3M | +13.7% | -4.8% | +18.5% | +16.2% |
| 6M | +13.1% | -10.7% | +23.8% | +19.1% |
| YTD | +32.0% | -6.7% | +38.6% | +35.6% |
| 1Y | +22.1% | -6.8% | +28.9% | +25.2% |
| 3Y | +77.5% | +34.5% | +43.0% | +45.8% |
| 5Y | +106.3% | +35.8% | +70.5% | +65.3% |
| All | +231.7% | +53.0% | +178.7% | +124.6% |
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