+2,856.5%
PEG vs CP
+7,669.4%
-4,812.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +0.7% | -2.7% | +3.4% | +1.3% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | -4.8% | +2.6% | -7.4% | -5.5% |
| 6M | -10.7% | +6.0% | -16.7% | -12.1% |
| YTD | -6.7% | +24.9% | -31.6% | -11.7% |
| 1Y | -6.8% | +20.1% | -27.0% | -11.1% |
| 3Y | +34.5% | +16.4% | +18.1% | +27.8% |
| 5Y | +35.8% | +31.7% | +4.0% | +24.4% |
| 10Y | +141.7% | +223.9% | -82.1% | +79.5% |
| All | +2,856.5% | +7,669.4% | -4,812.9% | +1,104.0% |
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