+195.3%
B vs PEG
+33.8%
+161.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +2.8% |
| 7D | +11.3% | +0.9% | +10.5% | +10.9% |
| 30D | +2.9% | +3.8% | -0.9% | +1.3% |
| 3M | -2.9% | +0.1% | -2.9% | -3.0% |
| 6M | -1.2% | -1.0% | -0.2% | -1.1% |
| YTD | -1.3% | -4.1% | +2.8% | 0.0% |
| 1Y | +30.4% | -6.9% | +37.3% | +33.8% |
| 3Y | +195.3% | +35.6% | +159.6% | +122.9% |
| All | +195.3% | +33.8% | +161.4% | +122.9% |
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 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