-29.7%
MOD vs PEG
-7.6%
-22.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +8.2% | +1.5% | +6.8% | +7.5% |
| 30D | -38.2% | +5.0% | -43.2% | -39.9% |
| 3M | -46.2% | -0.3% | -45.9% | -46.1% |
| 6M | -62.5% | -2.7% | -59.9% | -62.4% |
| YTD | -20.1% | -5.1% | -15.0% | -22.2% |
| 1Y | -29.7% | -8.3% | -21.4% | -27.1% |
| All | -29.7% | -7.6% | -22.1% | -27.1% |
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