+96.3%
NDAQ vs PEG
+33.5%
+62.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | +2.5% | -2.4% | +4.9% | +3.0% |
| 3M | +9.9% | -4.8% | +14.7% | +11.1% |
| 6M | +9.4% | -10.7% | +20.1% | +12.3% |
| YTD | +0.4% | -6.7% | +7.1% | +1.3% |
| 1Y | +4.0% | -6.8% | +10.9% | +4.8% |
| All | +96.3% | +33.5% | +62.8% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling