+137.1%
MOD vs PEG
+25.9%
+111.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.3% |
| 7D | -25.5% | -2.3% | -23.3% | -24.2% |
| 30D | -49.0% | +1.2% | -50.2% | -49.9% |
| 3M | -49.8% | -2.4% | -47.5% | -49.1% |
| 6M | -64.8% | -6.9% | -57.9% | -62.9% |
| YTD | -27.6% | -7.2% | -20.4% | -24.2% |
| 1Y | -35.2% | -8.9% | -26.3% | -30.7% |
| 3Y | +137.1% | +27.1% | +110.0% | +139.2% |
| All | +137.1% | +25.9% | +111.2% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling