+966.8%
MOD vs PEG
+155.4%
+811.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.3% | +6.5% | +7.8% |
| 7D | -13.9% | +0.9% | -14.8% | -14.4% |
| 30D | -41.5% | +3.8% | -45.3% | -43.0% |
| 3M | -45.7% | +0.1% | -45.8% | -46.0% |
| 6M | -61.1% | -1.0% | -60.1% | -61.1% |
| YTD | -20.5% | -4.1% | -16.4% | -19.1% |
| 1Y | -32.1% | -6.9% | -25.3% | -29.6% |
| 3Y | +146.5% | +35.6% | +110.8% | +114.4% |
| 5Y | +812.7% | +42.8% | +770.0% | +661.5% |
| 10Y | +966.8% | +160.2% | +806.6% | +635.5% |
| All | +966.8% | +155.4% | +811.4% | +635.5% |
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