-4.7%
PEG vs CG
-25.8%
+21.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +7.5% | +11.2% | -3.6% | +7.4% |
| 3M | +0.8% | -22.1% | +22.9% | +0.8% |
| 6M | 0.0% | -17.9% | +17.9% | 0.0% |
| YTD | -3.0% | -31.3% | +28.3% | -4.3% |
| 1Y | -4.7% | -24.0% | +19.2% | -7.4% |
| All | -4.7% | -25.8% | +21.1% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling