+414.1%
CARR vs PEG
+136.7%
+277.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | -11.0% | -2.8% | -8.2% | -9.9% |
| 3M | -16.4% | -6.9% | -9.4% | -13.7% |
| 6M | -2.4% | -11.4% | +9.0% | +2.8% |
| YTD | +8.4% | -7.4% | +15.8% | +11.9% |
| 1Y | -8.0% | -8.3% | +0.3% | -4.9% |
| 3Y | +0.6% | +31.5% | -31.0% | -12.5% |
| 5Y | +7.7% | +38.0% | -30.2% | -8.4% |
| All | +414.1% | +136.7% | +277.4% | +296.3% |
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