+2,498.9%
MAR vs PEG
+1,224.3%
+1,274.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -4.2% | +0.7% | -4.8% | -4.4% |
| 30D | -6.7% | -2.4% | -4.2% | -5.7% |
| 3M | -12.5% | -4.8% | -7.7% | -10.7% |
| 6M | +0.6% | -10.7% | +11.3% | +5.3% |
| YTD | +9.1% | -6.7% | +15.8% | +11.9% |
| 1Y | +26.2% | -6.8% | +33.1% | +29.3% |
| 3Y | +68.2% | +34.5% | +33.7% | +44.0% |
| 5Y | +163.9% | +35.8% | +128.2% | +122.0% |
| 10Y | +420.6% | +141.7% | +278.8% | +235.2% |
| All | +2,498.9% | +1,224.3% | +1,274.6% | +821.0% |
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