-36.7%
AUR vs PEG
+37.5%
-74.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.6% |
| 30D | -8.9% | -2.8% | -6.2% | -7.9% |
| 3M | +4.6% | -6.9% | +11.6% | +7.6% |
| 6M | +44.9% | -11.4% | +56.3% | +51.6% |
| YTD | +64.8% | -7.4% | +72.2% | +68.2% |
| 1Y | +16.4% | -8.3% | +24.6% | +19.1% |
| 3Y | +85.1% | +31.5% | +53.5% | +51.9% |
| 5Y | -36.1% | +38.0% | -74.1% | -48.3% |
| All | -36.7% | +37.5% | -74.2% | -48.8% |
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