+41.0%
CVS vs PEG
+148.3%
-107.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +1.9% | -2.8% | +4.7% | +2.9% |
| 3M | -2.2% | -6.9% | +4.8% | +0.3% |
| 6M | +26.7% | -11.4% | +38.1% | +31.9% |
| YTD | +22.9% | -7.4% | +30.3% | +25.6% |
| 1Y | +32.9% | -8.3% | +41.2% | +36.2% |
| 3Y | +62.3% | +31.5% | +30.7% | +42.8% |
| 5Y | +34.2% | +38.0% | -3.7% | +15.0% |
| All | +41.0% | +148.3% | -107.3% | +6.4% |
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