+27.6%
IR vs PEG
+25.9%
+1.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +3.7% | -2.3% | +5.9% | +4.5% |
| 30D | +7.4% | +1.2% | +6.2% | +6.9% |
| 3M | -5.9% | -2.4% | -3.6% | -5.2% |
| 6M | +5.6% | -6.9% | +12.4% | +8.2% |
| YTD | +4.8% | -7.2% | +12.1% | +7.5% |
| 1Y | +6.9% | -8.9% | +15.8% | +10.3% |
| 3Y | +27.6% | +27.1% | +0.4% | +28.2% |
| All | +27.6% | +25.9% | +1.6% | +28.2% |
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