+1,535.8%
MOD vs PEG
+140.8%
+1,395.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +9.6% | +0.7% | +8.9% | +9.1% |
| 30D | 0.0% | -2.4% | +2.5% | +1.5% |
| 3M | -35.4% | -4.8% | -30.6% | -33.7% |
| 6M | -7.3% | -10.7% | +3.4% | -1.1% |
| YTD | +45.8% | -6.7% | +52.5% | +51.2% |
| 1Y | +43.1% | -6.8% | +50.0% | +48.7% |
| 3Y | +297.7% | +34.5% | +263.2% | +249.9% |
| 5Y | +1,478.8% | +35.8% | +1,443.0% | +1,258.6% |
| All | +1,535.8% | +140.8% | +1,395.0% | +1,024.8% |
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 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