+1,530.3%
MOD vs PEG
+35.8%
+1,494.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | -35.4% | -4.8% | -30.6% | -33.5% |
| 6M | -7.3% | -10.7% | +3.4% | +0.1% |
| YTD | +45.8% | -6.7% | +52.5% | +51.9% |
| 1Y | +43.1% | -6.8% | +50.0% | +49.3% |
| 3Y | +297.7% | +34.5% | +263.2% | +261.3% |
| All | +1,530.3% | +35.8% | +1,494.5% | +1,372.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling