+839.8%
MOD vs PEG
+161.7%
+678.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +8.2% | +1.5% | +6.8% | +7.4% |
| 30D | -38.2% | +5.0% | -43.2% | -40.2% |
| 3M | -46.2% | -0.3% | -45.9% | -46.3% |
| 6M | -62.5% | -2.7% | -59.9% | -62.2% |
| YTD | -20.1% | -5.1% | -15.0% | -18.2% |
| 1Y | -29.7% | -8.3% | -21.4% | -26.4% |
| 3Y | +136.2% | +33.0% | +103.2% | +107.4% |
| 5Y | +820.4% | +41.3% | +779.1% | +671.0% |
| 10Y | +839.8% | +164.5% | +675.3% | +507.3% |
| All | +839.8% | +161.7% | +678.1% | +507.3% |
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