-26.3%
LOW vs PEG
-8.5%
-17.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | -8.9% | -3.7% | -5.1% | -7.7% |
| 3M | -10.4% | -7.3% | -3.1% | -8.0% |
| 6M | -19.4% | -10.5% | -8.9% | -16.6% |
| YTD | -17.1% | -7.5% | -9.6% | -14.9% |
| 1Y | -26.3% | -8.7% | -17.5% | -24.9% |
| All | -26.3% | -8.5% | -17.8% | -24.9% |
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