-24.4%
KVUE vs PEG
+27.8%
-52.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | -5.6% | -2.8% | -2.8% | -4.8% |
| 3M | -0.3% | -6.9% | +6.6% | +1.8% |
| 6M | +1.4% | -11.4% | +12.8% | +5.0% |
| YTD | +6.7% | -7.4% | +14.1% | +8.9% |
| 1Y | +1.0% | -8.3% | +9.2% | +3.4% |
| 3Y | -5.4% | +31.5% | -36.9% | -9.9% |
| All | -24.4% | +27.8% | -52.2% | -27.7% |
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