+2,830.4%
PEG vs CGNX
+12,871.6%
-10,041.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -7.3% | +3.5% | -10.8% | -7.8% |
| 6M | -10.5% | +26.3% | -36.8% | -12.5% |
| YTD | -7.5% | +79.2% | -86.7% | -12.5% |
| 1Y | -8.7% | +43.8% | -52.5% | -12.4% |
| 3Y | +31.4% | +52.0% | -20.6% | +24.1% |
| 5Y | +37.8% | -24.0% | +61.8% | +35.7% |
| 10Y | +148.0% | +189.1% | -41.1% | +117.8% |
| All | +2,830.4% | +12,871.6% | -10,041.2% | +1,791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling