+148.7%
PEG vs CPB
-44.2%
+192.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.1% | -8.0% | +7.9% | +1.5% |
| 30D | -1.7% | -2.4% | +0.7% | -1.4% |
| 3M | -6.8% | +0.5% | -7.3% | -7.3% |
| 6M | -11.4% | -10.5% | -0.9% | -9.9% |
| YTD | -7.2% | -17.5% | +10.3% | -4.2% |
| 1Y | -6.1% | -31.0% | +24.9% | +0.6% |
| 3Y | +31.8% | -40.6% | +72.4% | +44.2% |
| 5Y | +35.6% | -37.7% | +73.3% | +46.0% |
| 10Y | +148.7% | -43.4% | +192.2% | +160.8% |
| All | +148.7% | -44.2% | +192.9% | +160.8% |
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