-7.4%
PEG vs CG
-26.5%
+19.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.8% |
| 7D | +2.3% | -1.5% | +3.8% | +2.4% |
| 30D | +6.1% | +5.7% | +0.5% | +6.1% |
| 3M | -0.5% | -17.9% | +17.4% | -0.5% |
| 6M | -3.2% | -20.2% | +17.0% | -3.1% |
| YTD | -4.4% | -32.0% | +27.6% | -5.4% |
| 1Y | -7.4% | -27.0% | +19.6% | -9.9% |
| All | -7.4% | -26.5% | +19.1% | -9.9% |
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