+3,168.2%
MAR vs PEG
+1,275.9%
+1,892.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | +1.6% | +4.5% | -2.9% | -0.4% |
| 30D | +13.8% | +7.5% | +6.3% | +10.1% |
| 3M | +20.3% | +0.8% | +19.4% | +19.5% |
| 6M | +21.3% | 0.0% | +21.3% | +20.7% |
| YTD | +37.2% | -3.0% | +40.3% | +38.0% |
| 1Y | +48.4% | -4.7% | +53.2% | +50.5% |
| 3Y | +120.1% | +36.5% | +83.6% | +87.2% |
| 5Y | +182.1% | +44.4% | +137.7% | +130.8% |
| 10Y | +530.2% | +170.2% | +360.0% | +286.4% |
| All | +3,168.2% | +1,275.9% | +1,892.2% | +1,035.6% |
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