+1.5%
CARR vs PEG
+31.8%
-30.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | -0.9% | -2.9% | -3.4% |
| 30D | -8.9% | -3.7% | -5.2% | -7.5% |
| 3M | -17.3% | -7.3% | -10.0% | -14.7% |
| 6M | -1.4% | -10.5% | +9.1% | +3.0% |
| YTD | +10.0% | -7.5% | +17.5% | +13.4% |
| 1Y | -6.4% | -8.7% | +2.4% | -3.3% |
| 3Y | +1.5% | +31.4% | -29.8% | -9.4% |
| All | +1.5% | +31.8% | -30.2% | -9.4% |
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