+37.4%
PEG vs CPAY
+55.3%
-17.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -0.9% | -2.0% | +1.1% | -0.6% |
| 30D | -3.7% | -0.4% | -3.4% | -3.7% |
| 3M | -7.3% | +16.4% | -23.6% | -9.9% |
| 6M | -10.5% | +23.5% | -34.0% | -14.2% |
| YTD | -7.5% | +35.7% | -43.2% | -13.6% |
| 1Y | -8.7% | +30.2% | -38.9% | -14.2% |
| 3Y | +31.4% | +49.7% | -18.4% | +17.0% |
| All | +37.4% | +55.3% | -17.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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