+1,064.5%
MOD vs PEG
+171.2%
+893.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.4% | +26.4% | +27.0% |
| 7D | +40.4% | +4.5% | +35.9% | +37.1% |
| 30D | -14.0% | +7.5% | -21.5% | -18.0% |
| 3M | -33.3% | +0.8% | -34.2% | -33.8% |
| 6M | -51.4% | 0.0% | -51.4% | -51.7% |
| YTD | +1.6% | -3.0% | +4.7% | +2.8% |
| 1Y | +5.4% | -4.7% | +10.1% | +7.9% |
| 3Y | +191.0% | +36.5% | +154.5% | +152.1% |
| 5Y | +1,093.1% | +44.4% | +1,048.8% | +888.3% |
| All | +1,064.5% | +171.2% | +893.2% | +650.5% |
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