+753.6%
B vs PEG
+2,989.2%
-2,235.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.4% |
| 7D | +11.3% | +0.9% | +10.5% | +11.1% |
| 30D | +2.9% | +3.8% | -0.9% | +2.0% |
| 3M | -2.9% | +0.1% | -2.9% | -2.9% |
| 6M | -1.2% | -1.0% | -0.2% | -1.1% |
| YTD | -1.3% | -4.1% | +2.8% | -0.5% |
| 1Y | +30.4% | -6.9% | +37.3% | +32.4% |
| 3Y | +195.3% | +35.6% | +159.6% | +173.4% |
| 5Y | +146.2% | +42.8% | +103.5% | +124.7% |
| 10Y | +200.5% | +160.2% | +40.3% | +137.0% |
| All | +753.6% | +2,989.2% | -2,235.6% | +668.0% |
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