-32.6%
MOD vs PEG
-6.2%
-26.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.6% | -22.0% | -21.6% |
| 7D | -31.3% | +1.0% | -32.4% | -31.8% |
| 30D | -46.1% | +6.6% | -52.7% | -47.9% |
| 3M | -51.1% | -3.1% | -48.0% | -50.4% |
| 6M | -62.1% | -7.4% | -54.7% | -60.8% |
| YTD | -26.2% | -6.4% | -19.7% | -26.6% |
| 1Y | -32.6% | -7.4% | -25.1% | -32.8% |
| All | -32.6% | -6.2% | -26.4% | -32.8% |
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