+162.8%
PEG vs CP
+255.2%
-92.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.6% | +2.8% | -0.2% | +1.6% |
| 30D | +3.3% | +11.0% | -7.7% | -0.2% |
| 3M | +1.1% | +3.8% | -2.8% | -0.3% |
| 6M | -1.4% | +9.5% | -10.9% | -4.6% |
| YTD | -4.6% | +28.2% | -32.8% | -12.7% |
| 1Y | -7.2% | +33.0% | -40.2% | -16.2% |
| 3Y | +33.7% | +35.5% | -1.8% | +17.1% |
| 5Y | +40.8% | +25.8% | +15.0% | +24.8% |
| 10Y | +162.8% | +250.7% | -87.9% | +78.4% |
| All | +162.8% | +255.2% | -92.4% | +78.4% |
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