+42.8%
PEG vs CP
+27.1%
+15.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.8% |
| 7D | +0.9% | +2.8% | -1.9% | +0.1% |
| 30D | +3.8% | +11.3% | -7.5% | +0.8% |
| 3M | +0.1% | +2.9% | -2.8% | -0.8% |
| 6M | -1.0% | +9.8% | -10.7% | -3.7% |
| YTD | -4.1% | +28.5% | -32.7% | -11.0% |
| 1Y | -6.9% | +33.5% | -40.4% | -14.5% |
| 3Y | +35.6% | +31.9% | +3.7% | +21.3% |
| 5Y | +42.8% | +25.5% | +17.3% | +27.0% |
| All | +42.8% | +27.1% | +15.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling