+163.7%
PEG vs CG
+274.5%
-110.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.6% |
| 30D | +6.1% | +5.7% | +0.5% | +5.0% |
| 3M | -0.5% | -17.9% | +17.4% | +2.6% |
| 6M | -3.2% | -20.2% | +17.0% | +0.1% |
| YTD | -4.4% | -32.0% | +27.6% | +1.0% |
| 1Y | -7.4% | -27.0% | +19.6% | -3.5% |
| 3Y | +33.9% | +42.8% | -8.8% | +18.6% |
| 5Y | +42.3% | -23.4% | +65.7% | +38.4% |
| All | +163.7% | +274.5% | -110.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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