+2,839.3%
PEG vs CP
+7,734.8%
-4,895.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -2.3% | +2.8% | -5.0% | -2.9% |
| 30D | +1.2% | +10.2% | -9.0% | -1.1% |
| 3M | -2.4% | +2.4% | -4.7% | -3.0% |
| 6M | -6.9% | +7.7% | -14.5% | -8.6% |
| YTD | -7.2% | +26.0% | -33.2% | -12.4% |
| 1Y | -8.9% | +34.6% | -43.5% | -15.3% |
| 3Y | +27.1% | +26.7% | +0.4% | +18.4% |
| 5Y | +33.8% | +24.9% | +8.9% | +24.1% |
| 10Y | +150.2% | +258.6% | -108.5% | +81.8% |
| All | +2,839.3% | +7,734.8% | -4,895.5% | +1,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling