+156.1%
ALL vs PEG
+36.1%
+120.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -1.5% | -2.4% | +0.9% | -0.7% |
| 3M | +23.6% | -4.8% | +28.4% | +25.8% |
| 6M | +22.3% | -10.7% | +33.0% | +27.1% |
| YTD | +26.5% | -6.7% | +33.2% | +29.0% |
| 1Y | +27.0% | -6.8% | +33.9% | +29.3% |
| All | +156.1% | +36.1% | +120.0% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling