+35.7%
PEG vs CP
+34.0%
+1.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | -1.9% | -0.5% | -1.3% | -1.8% |
| 3M | -3.7% | +1.4% | -5.1% | -4.2% |
| 6M | -9.4% | +10.3% | -19.8% | -12.1% |
| YTD | -6.0% | +24.3% | -30.3% | -11.9% |
| 1Y | -4.4% | +20.4% | -24.8% | -9.7% |
| 3Y | +33.5% | +21.8% | +11.7% | +22.7% |
| 5Y | +35.7% | +31.5% | +4.2% | +18.1% |
| All | +35.7% | +34.0% | +1.7% | +18.1% |
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