+3,716.0%
ALL vs PEG
+1,950.5%
+1,765.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -1.5% | -2.4% | +0.9% | -0.4% |
| 3M | +23.6% | -4.8% | +28.4% | +26.3% |
| 6M | +22.3% | -10.7% | +33.0% | +28.3% |
| YTD | +26.5% | -6.7% | +33.2% | +29.7% |
| 1Y | +27.0% | -6.8% | +33.9% | +30.1% |
| 3Y | +149.6% | +34.5% | +115.1% | +113.4% |
| 5Y | +118.1% | +35.8% | +82.3% | +84.0% |
| 10Y | +369.0% | +141.7% | +227.2% | +198.6% |
| All | +3,716.0% | +1,950.5% | +1,765.5% | +992.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling