+1,163.5%
C vs PEG
+2,907.1%
-1,743.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.6% | +0.7% | +2.9% | +3.2% |
| 30D | +0.1% | -2.4% | +2.5% | +1.4% |
| 3M | +2.4% | -4.8% | +7.2% | +5.0% |
| 6M | +24.9% | -10.7% | +35.6% | +32.3% |
| YTD | +19.8% | -6.7% | +26.5% | +23.2% |
| 1Y | +44.9% | -6.8% | +51.7% | +48.7% |
| 3Y | +263.0% | +34.5% | +228.5% | +197.4% |
| 5Y | +129.5% | +35.8% | +93.8% | +83.9% |
| 10Y | +291.6% | +141.7% | +149.9% | +121.6% |
| All | +1,163.5% | +2,907.1% | -1,743.5% | +67.3% |
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