+36.5%
PEG vs CP
+36.4%
+0.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +4.5% | +2.1% | +2.4% | +4.1% |
| 30D | +7.5% | +9.3% | -1.8% | +5.9% |
| 3M | +0.8% | +0.5% | +0.4% | +0.7% |
| 6M | 0.0% | +10.4% | -10.4% | -1.8% |
| YTD | -3.0% | +28.7% | -31.7% | -7.3% |
| 1Y | -4.7% | +33.2% | -37.9% | -9.4% |
| 3Y | +36.5% | +38.4% | -2.0% | +21.9% |
| All | +36.5% | +36.4% | +0.1% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling