+15.2%
D vs PEG
+33.6%
-18.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | +3.0% | -2.3% | +5.2% | +4.6% |
| 30D | +11.5% | +1.2% | +10.3% | +10.6% |
| 3M | +3.7% | -2.4% | +6.1% | +5.3% |
| 6M | +13.5% | -6.9% | +20.4% | +18.9% |
| YTD | +20.7% | -7.2% | +27.9% | +26.5% |
| 1Y | +18.2% | -8.9% | +27.1% | +25.4% |
| 3Y | +73.3% | +27.1% | +46.2% | +38.1% |
| All | +15.2% | +33.6% | -18.4% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling