+508.4%
F vs PEG
+2,889.6%
-2,381.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.6% | -2.3% | +3.8% | +2.6% |
| 30D | +2.6% | +1.2% | +1.4% | +2.1% |
| 3M | -8.8% | -2.4% | -6.5% | -7.9% |
| 6M | +4.6% | -6.9% | +11.5% | +7.6% |
| YTD | -1.9% | -7.2% | +5.3% | +0.8% |
| 1Y | -0.8% | -8.9% | +8.1% | +2.7% |
| 3Y | +43.5% | +27.1% | +16.4% | +26.2% |
| 5Y | -12.1% | +33.8% | -45.8% | -24.8% |
| 10Y | +83.6% | +150.2% | -66.5% | +16.6% |
| All | +508.4% | +2,889.6% | -2,381.2% | +23.9% |
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