+17.1%
D vs PEG
-7.0%
+24.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +2.4% | +2.6% | -0.2% | +0.7% |
| 30D | +10.9% | +3.3% | +7.6% | +8.6% |
| 3M | +2.8% | +1.1% | +1.8% | +2.1% |
| 6M | +12.7% | -1.4% | +14.1% | +13.7% |
| YTD | +20.3% | -4.6% | +24.9% | +23.3% |
| 1Y | +17.1% | -7.2% | +24.3% | +23.1% |
| All | +17.1% | -7.0% | +24.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling