+94.8%
AUR vs PEG
+31.8%
+63.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -6.4% | -3.7% | -2.7% | -5.2% |
| 3M | +7.7% | -7.3% | +15.0% | +10.1% |
| 6M | +44.5% | -10.5% | +55.0% | +49.1% |
| YTD | +67.4% | -7.5% | +74.9% | +69.8% |
| 1Y | +15.4% | -8.7% | +24.2% | +17.7% |
| 3Y | +94.8% | +31.4% | +63.5% | +51.4% |
| All | +94.8% | +31.8% | +63.1% | +51.4% |
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