-7.5%
IR vs PEG
-5.7%
-1.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -15.0% | -1.7% | -13.3% | -14.5% |
| 3M | -0.4% | -6.8% | +6.4% | +2.2% |
| 6M | -15.0% | -11.4% | -3.7% | -11.7% |
| YTD | -7.1% | -7.2% | +0.2% | -4.3% |
| 1Y | -7.5% | -6.1% | -1.4% | -5.9% |
| All | -7.5% | -5.7% | -1.9% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling