+291.3%
IR vs PEG
+134.9%
+156.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.8% | +0.7% | -3.5% | -3.2% |
| 30D | -15.1% | -2.4% | -12.7% | -14.1% |
| 3M | +6.1% | -4.8% | +10.9% | +8.6% |
| 6M | -16.8% | -10.7% | -6.1% | -12.0% |
| YTD | -3.5% | -6.7% | +3.1% | -0.5% |
| 1Y | -3.5% | -6.8% | +3.4% | -0.6% |
| 3Y | +9.5% | +34.5% | -25.0% | -9.0% |
| 5Y | +45.1% | +35.8% | +9.3% | +18.9% |
| All | +291.3% | +134.9% | +156.4% | +147.1% |
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 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