+38.0%
PEG vs CLBK
+41.8%
-3.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | -2.8% | +4.5% | -7.3% | -3.2% |
| 3M | -6.9% | +22.8% | -29.7% | -9.1% |
| 6M | -11.4% | +43.4% | -54.8% | -15.0% |
| YTD | -7.4% | +64.1% | -71.5% | -12.7% |
| 1Y | -8.3% | +67.6% | -75.8% | -13.9% |
| 3Y | +31.5% | +53.3% | -21.7% | +23.3% |
| 5Y | +38.0% | +44.8% | -6.9% | +29.9% |
| All | +38.0% | +41.8% | -3.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling