+488.5%
NDAQ vs PEG
+171.2%
+317.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | +1.3% | +4.5% | -3.2% | -0.7% |
| 30D | +18.0% | +7.5% | +10.4% | +14.4% |
| 3M | +11.5% | +0.8% | +10.7% | +10.9% |
| 6M | +21.1% | 0.0% | +21.1% | +20.6% |
| YTD | +12.8% | -3.0% | +15.9% | +13.0% |
| 1Y | +25.7% | -4.7% | +30.4% | +26.9% |
| 3Y | +116.8% | +36.5% | +80.3% | +81.4% |
| 5Y | +67.3% | +44.4% | +22.9% | +34.6% |
| All | +488.5% | +171.2% | +317.2% | +282.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling