+29.2%
ALL vs PEG
-5.8%
+35.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | +5.0% | +4.5% | +0.5% | +4.0% |
| 30D | +13.3% | +7.5% | +5.8% | +11.6% |
| 3M | +3.2% | +0.8% | +2.3% | +2.7% |
| 6M | +25.3% | 0.0% | +25.3% | +25.5% |
| YTD | +30.5% | -3.0% | +33.5% | +30.8% |
| 1Y | +29.2% | -4.7% | +33.9% | +30.5% |
| All | +29.2% | -5.8% | +35.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling