+2,271.9%
D vs PEG
+2,907.1%
-635.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.5% | +0.7% | +0.8% | +1.0% |
| 30D | -2.6% | -2.4% | -0.1% | -1.2% |
| 3M | 0.0% | -4.8% | +4.8% | +2.9% |
| 6M | +7.4% | -10.7% | +18.0% | +14.7% |
| YTD | +15.9% | -6.7% | +22.5% | +20.4% |
| 1Y | +18.1% | -6.8% | +25.0% | +22.7% |
| 3Y | +58.4% | +34.5% | +23.9% | +31.1% |
| 5Y | +5.2% | +35.8% | -30.6% | -13.5% |
| 10Y | +35.9% | +141.7% | -105.9% | -21.1% |
| All | +2,271.9% | +2,907.1% | -635.2% | +245.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling