+1,907.2%
CVS vs PEG
+2,907.1%
-999.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +4.0% | +0.7% | +3.3% | +3.7% |
| 30D | -2.4% | -2.4% | 0.0% | -1.7% |
| 3M | +2.7% | -4.8% | +7.4% | +4.2% |
| 6M | +21.9% | -10.7% | +32.6% | +26.0% |
| YTD | +24.7% | -6.7% | +31.4% | +27.0% |
| 1Y | +35.4% | -6.8% | +42.3% | +37.8% |
| 3Y | +65.2% | +34.5% | +30.7% | +48.0% |
| 5Y | +30.5% | +35.8% | -5.2% | +15.9% |
| 10Y | +40.4% | +141.7% | -101.4% | +2.4% |
| All | +1,907.2% | +2,907.1% | -999.9% | +587.0% |
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