+31.4%
PEG vs CGNX
+49.8%
-18.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.4% |
| 7D | -0.9% | +3.2% | -4.0% | -1.1% |
| 30D | -3.7% | +6.0% | -9.7% | -4.1% |
| 3M | -7.3% | +3.5% | -10.8% | -7.7% |
| 6M | -10.5% | +26.3% | -36.8% | -12.3% |
| YTD | -7.5% | +79.2% | -86.7% | -12.3% |
| 1Y | -8.7% | +43.8% | -52.5% | -12.0% |
| 3Y | +31.4% | +52.0% | -20.6% | +20.4% |
| All | +31.4% | +49.8% | -18.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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