+143.8%
GOOGL vs PEG
+32.2%
+111.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | -7.5% | -1.7% | -5.7% | -7.2% |
| 3M | -9.2% | -6.8% | -2.4% | -8.2% |
| 6M | +8.1% | -11.4% | +19.4% | +10.3% |
| YTD | +5.8% | -7.2% | +13.1% | +6.9% |
| 1Y | +38.3% | -6.1% | +44.5% | +39.3% |
| All | +143.8% | +32.2% | +111.6% | +133.0% |
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