+199.9%
B vs PEG
+148.3%
+51.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | +8.7% | -2.8% | +11.5% | +9.7% |
| 3M | +17.3% | -6.9% | +24.2% | +20.4% |
| 6M | -5.0% | -11.4% | +6.4% | -0.9% |
| YTD | +1.4% | -7.4% | +8.8% | +4.0% |
| 1Y | +50.5% | -8.3% | +58.8% | +54.8% |
| 3Y | +194.4% | +31.5% | +162.8% | +162.1% |
| 5Y | +156.7% | +38.0% | +118.7% | +123.7% |
| All | +199.9% | +148.3% | +51.6% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling