+489.0%
F vs PEG
+2,979.7%
-2,490.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.2% |
| 7D | -3.9% | +2.3% | -6.2% | -4.9% |
| 30D | -0.5% | +6.1% | -6.6% | -3.1% |
| 3M | -12.9% | -0.5% | -12.4% | -12.8% |
| 6M | +1.5% | -3.2% | +4.7% | +2.6% |
| YTD | -5.0% | -4.4% | -0.6% | -3.8% |
| 1Y | -7.3% | -7.4% | 0.0% | -4.8% |
| 3Y | +45.3% | +33.9% | +11.3% | +24.7% |
| 5Y | -15.8% | +42.3% | -58.1% | -29.8% |
| 10Y | +64.2% | +166.4% | -102.2% | +1.5% |
| All | +489.0% | +2,979.7% | -2,490.7% | +18.4% |
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 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