+157.6%
B vs PEG
+35.8%
+121.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | +9.4% | -2.4% | +11.9% | +10.5% |
| 3M | +5.0% | -4.8% | +9.8% | +7.0% |
| 6M | -3.5% | -10.7% | +7.1% | +1.1% |
| YTD | +4.5% | -6.7% | +11.1% | +7.2% |
| 1Y | +67.8% | -6.8% | +74.6% | +72.1% |
| 3Y | +196.7% | +34.5% | +162.2% | +149.8% |
| All | +157.6% | +35.8% | +121.8% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling