+31.0%
F vs PEG
-7.0%
+38.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +4.6% | -2.4% | +7.0% | +5.0% |
| 3M | -3.7% | -4.8% | +1.1% | -3.1% |
| 6M | +16.8% | -10.7% | +27.5% | +19.2% |
| YTD | +15.3% | -6.7% | +22.0% | +17.1% |
| 1Y | +31.0% | -6.8% | +37.9% | +32.7% |
| All | +31.0% | -7.0% | +38.0% | +32.7% |
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