+615.0%
F vs PEG
+2,907.1%
-2,292.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | +0.7% | +4.6% | +5.0% |
| 30D | +4.6% | -2.4% | +7.0% | +5.7% |
| 3M | -3.7% | -4.8% | +1.1% | -1.8% |
| 6M | +16.8% | -10.7% | +27.5% | +22.2% |
| YTD | +15.3% | -6.7% | +22.0% | +18.1% |
| 1Y | +31.0% | -6.8% | +37.9% | +34.0% |
| 3Y | +45.4% | +34.5% | +11.0% | +24.5% |
| 5Y | +54.7% | +35.8% | +18.9% | +31.4% |
| 10Y | +98.2% | +141.7% | -43.5% | +27.6% |
| All | +615.0% | +2,907.1% | -2,292.1% | +45.3% |
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