+433.8%
MAR vs PEG
+148.0%
+285.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -0.5% | -0.9% | +0.3% | -0.1% |
| 30D | -5.4% | -3.7% | -1.7% | -3.7% |
| 3M | -15.5% | -7.3% | -8.2% | -12.6% |
| 6M | +3.0% | -10.5% | +13.4% | +8.1% |
| YTD | +8.5% | -7.5% | +16.0% | +12.0% |
| 1Y | +26.0% | -8.7% | +34.7% | +30.5% |
| 3Y | +68.6% | +31.4% | +37.2% | +41.9% |
| 5Y | +157.4% | +37.8% | +119.6% | +107.0% |
| All | +433.8% | +148.0% | +285.8% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling