+494.2%
FIX vs PEG
+36.1%
+458.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.5% |
| 7D | +9.4% | +4.5% | +4.9% | +5.9% |
| 30D | -27.8% | +7.5% | -35.3% | -32.0% |
| 3M | -35.6% | +0.8% | -36.4% | -36.2% |
| 6M | -45.2% | 0.0% | -45.2% | -46.0% |
| YTD | +19.5% | -3.0% | +22.5% | +20.5% |
| 1Y | +24.2% | -4.7% | +29.0% | +27.3% |
| 3Y | +494.2% | +36.5% | +457.7% | +427.1% |
| All | +494.2% | +36.1% | +458.0% | +427.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling