+35.7%
PEG vs CPB
-38.5%
+74.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.4% |
| 7D | +1.0% | -8.2% | +9.3% | +2.4% |
| 30D | -1.9% | -5.6% | +3.7% | -1.0% |
| 3M | -3.7% | +3.0% | -6.6% | -4.6% |
| 6M | -9.4% | -12.7% | +3.3% | -7.6% |
| YTD | -6.0% | -18.0% | +12.0% | -3.1% |
| 1Y | -4.4% | -31.7% | +27.4% | +2.4% |
| 3Y | +33.5% | -41.0% | +74.5% | +45.1% |
| 5Y | +35.7% | -38.4% | +74.1% | +43.4% |
| All | +35.7% | -38.5% | +74.3% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling