+29.2%
ALL vs PEG
-5.7%
+34.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -5.6% | -1.7% | -3.8% | -5.3% |
| 3M | +17.2% | -6.8% | +24.0% | +19.0% |
| 6M | +23.2% | -11.4% | +34.6% | +25.4% |
| YTD | +23.6% | -7.2% | +30.8% | +25.1% |
| 1Y | +29.2% | -6.1% | +35.3% | +30.0% |
| All | +29.2% | -5.7% | +34.8% | +30.0% |
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