+380.3%
NDAQ vs PEG
+139.0%
+241.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -1.5% | -1.7% | +0.3% | -0.8% |
| 3M | +8.0% | -6.8% | +14.8% | +11.2% |
| 6M | +7.7% | -11.4% | +19.1% | +12.8% |
| YTD | -2.3% | -7.2% | +4.9% | -0.2% |
| 1Y | +0.6% | -6.1% | +6.7% | +1.9% |
| 3Y | +90.9% | +31.8% | +59.2% | +62.4% |
| 5Y | +52.5% | +35.6% | +16.9% | +26.5% |
| 10Y | +380.3% | +148.7% | +231.5% | +220.1% |
| All | +380.3% | +139.0% | +241.3% | +220.1% |
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