-8.3%
PEG vs CG
-30.6%
+22.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -0.9% | -9.8% | +8.9% | -0.8% |
| 30D | -2.8% | -10.3% | +7.5% | -2.6% |
| 3M | -6.9% | -1.7% | -5.3% | -6.9% |
| 6M | -11.4% | -9.8% | -1.6% | -11.3% |
| YTD | -7.4% | -25.6% | +18.2% | -7.2% |
| 1Y | -8.3% | -32.5% | +24.3% | -7.6% |
| All | -8.3% | -30.6% | +22.3% | -7.6% |
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 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