+1,007.5%
KEY vs PEG
+2,889.6%
-1,882.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.1% |
| 30D | +5.1% | +1.2% | +3.9% | +4.4% |
| 3M | -7.1% | -2.4% | -4.7% | -6.1% |
| 6M | -4.4% | -6.9% | +2.5% | -1.0% |
| YTD | +4.0% | -7.2% | +11.2% | +7.2% |
| 1Y | +23.4% | -8.9% | +32.3% | +28.3% |
| 3Y | +113.9% | +27.1% | +86.8% | +83.2% |
| 5Y | +12.3% | +33.8% | -21.5% | -7.2% |
| 10Y | +125.5% | +150.2% | -24.7% | +35.0% |
| All | +1,007.5% | +2,889.6% | -1,882.0% | +167.3% |
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