+164.5%
PEG vs CPB
-40.1%
+204.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +1.5% | -4.1% | +5.5% | +2.3% |
| 30D | +5.0% | +16.9% | -11.9% | +1.7% |
| 3M | -0.3% | -0.6% | +0.2% | -0.6% |
| 6M | -2.7% | +11.4% | -14.0% | -5.4% |
| YTD | -5.1% | -14.8% | +9.8% | -2.8% |
| 1Y | -8.3% | -24.8% | +16.5% | -3.6% |
| 3Y | +33.0% | -36.6% | +69.6% | +43.1% |
| 5Y | +41.3% | -33.3% | +74.6% | +49.6% |
| 10Y | +164.5% | -40.4% | +204.9% | +162.4% |
| All | +164.5% | -40.1% | +204.7% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling