-15.8%
F vs PEG
+33.6%
-49.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.6% | -2.3% | +3.8% | +2.7% |
| 30D | +2.6% | +1.2% | +1.4% | +2.0% |
| 3M | -8.8% | -2.4% | -6.5% | -7.9% |
| 6M | +4.6% | -6.9% | +11.5% | +7.9% |
| YTD | -1.9% | -7.2% | +5.3% | +1.0% |
| 1Y | -0.8% | -8.9% | +8.1% | +3.1% |
| 3Y | +43.5% | +27.1% | +16.4% | +17.5% |
| All | -15.8% | +33.6% | -49.4% | -34.4% |
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