+142.7%
ETSY vs PEG
+166.3%
-23.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.6% | -5.1% |
| 7D | -10.9% | +1.0% | -12.0% | -11.2% |
| 30D | -14.9% | -1.9% | -13.0% | -14.4% |
| 3M | +5.8% | -3.7% | +9.5% | +7.1% |
| 6M | +29.1% | -9.4% | +38.5% | +32.9% |
| YTD | +31.3% | -6.0% | +37.3% | +33.1% |
| 1Y | +25.1% | -4.4% | +29.5% | +25.8% |
| 3Y | +8.5% | +33.5% | -25.0% | -3.9% |
| 5Y | -66.1% | +35.7% | -101.8% | -70.3% |
| 10Y | +410.3% | +140.4% | +269.9% | +258.0% |
| All | +142.7% | +166.3% | -23.5% | +67.2% |
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