+998.2%
C vs PEG
+2,889.6%
-1,891.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -2.4% | -2.3% | -0.1% | -1.1% |
| 30D | -6.0% | +1.2% | -7.2% | -6.7% |
| 3M | -10.5% | -2.4% | -8.2% | -9.6% |
| 6M | -5.7% | -6.9% | +1.1% | -2.5% |
| YTD | +4.1% | -7.2% | +11.4% | +7.2% |
| 1Y | +20.5% | -8.9% | +29.3% | +25.2% |
| 3Y | +208.1% | +27.1% | +181.0% | +160.7% |
| 5Y | +110.4% | +33.8% | +76.6% | +69.9% |
| 10Y | +234.6% | +150.2% | +84.4% | +85.6% |
| All | +998.2% | +2,889.6% | -1,891.3% | +45.5% |
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