-66.4%
MOD vs PEG
-8.2%
-58.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.3% |
| 7D | -34.2% | -0.7% | -33.4% | -34.1% |
| 30D | -51.9% | +1.9% | -53.8% | -52.0% |
| 3M | -53.0% | -2.3% | -50.7% | -53.0% |
| 6M | -66.4% | -6.7% | -59.7% | -66.3% |
| All | -66.4% | -8.2% | -58.1% | -66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling