+160.2%
PEG vs CP
+261.0%
-100.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.7% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | +3.8% | +11.3% | -7.5% | +0.2% |
| 3M | +0.1% | +2.9% | -2.8% | -1.0% |
| 6M | -1.0% | +9.8% | -10.7% | -4.3% |
| YTD | -4.1% | +28.5% | -32.7% | -12.4% |
| 1Y | -6.9% | +33.5% | -40.4% | -16.0% |
| 3Y | +35.6% | +31.9% | +3.7% | +19.9% |
| 5Y | +42.8% | +25.5% | +17.3% | +26.6% |
| 10Y | +160.2% | +257.6% | -97.4% | +77.6% |
| All | +160.2% | +261.0% | -100.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling