+321.2%
MOD vs PEG
+34.5%
+286.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +9.6% | +0.7% | +8.9% | +8.9% |
| 30D | 0.0% | -2.4% | +2.5% | +2.2% |
| 3M | -35.4% | -4.8% | -30.6% | -33.0% |
| 6M | -7.3% | -10.7% | +3.4% | +2.2% |
| YTD | +45.8% | -6.7% | +52.5% | +52.9% |
| 1Y | +43.1% | -6.8% | +50.0% | +50.0% |
| All | +321.2% | +34.5% | +286.6% | +281.4% |
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