+312.8%
PEG vs CPAY
+1,524.4%
-1,211.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -2.6% | +1.3% | -3.9% | -2.9% |
| 3M | -7.6% | +13.5% | -21.1% | -10.0% |
| 6M | -12.2% | +24.7% | -36.9% | -16.3% |
| YTD | -8.1% | +34.9% | -43.0% | -14.3% |
| 1Y | -7.0% | +29.7% | -36.7% | -12.9% |
| 3Y | +30.6% | +49.4% | -18.8% | +17.0% |
| 5Y | +34.4% | +53.5% | -19.1% | +17.6% |
| 10Y | +146.5% | +152.5% | -6.0% | +97.3% |
| All | +312.8% | +1,524.4% | -1,211.5% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling