+3,646.0%
ALL vs PEG
+1,938.5%
+1,707.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -1.9% | -2.3% | +0.3% | -0.9% |
| 30D | +13.8% | +1.2% | +12.6% | +13.2% |
| 3M | -7.0% | -2.4% | -4.6% | -6.1% |
| 6M | +18.0% | -6.9% | +24.9% | +21.6% |
| YTD | +24.2% | -7.2% | +31.4% | +27.6% |
| 1Y | +31.2% | -8.9% | +40.0% | +35.8% |
| 3Y | +107.5% | +27.1% | +80.4% | +82.1% |
| 5Y | +144.8% | +33.8% | +111.0% | +107.9% |
| 10Y | +375.8% | +150.2% | +225.6% | +198.4% |
| All | +3,646.0% | +1,938.5% | +1,707.5% | +974.3% |
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