-7.8%
PEG vs CAI
-11.0%
+3.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.3% |
| 7D | -0.1% | -3.1% | +3.0% | -0.1% |
| 30D | -1.7% | +2.7% | -4.4% | -1.8% |
| 3M | -6.8% | +41.7% | -48.5% | -7.3% |
| 6M | -11.4% | +26.5% | -37.8% | -11.9% |
| YTD | -7.2% | -10.9% | +3.7% | -7.9% |
| 1Y | -6.1% | -29.2% | +23.1% | -6.8% |
| All | -7.8% | -11.0% | +3.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling