+1,544.7%
MOD vs PEG
+2,909.7%
-1,365.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | -34.2% | -0.7% | -33.4% | -34.0% |
| 30D | -51.9% | +1.9% | -53.8% | -52.5% |
| 3M | -53.0% | -2.3% | -50.7% | -52.6% |
| 6M | -66.4% | -6.7% | -59.7% | -65.3% |
| YTD | -31.5% | -6.6% | -25.0% | -29.6% |
| 1Y | -39.6% | -5.3% | -34.2% | -38.2% |
| 3Y | +116.8% | +26.8% | +90.0% | +94.8% |
| 5Y | +713.8% | +34.7% | +679.1% | +601.1% |
| 10Y | +882.7% | +151.8% | +730.8% | +501.8% |
| All | +1,544.7% | +2,909.7% | -1,365.0% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling