+53.8%
NDAQ vs PEG
+38.2%
+15.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -2.6% | +1.0% | -3.6% | -2.9% |
| 30D | +0.5% | -1.9% | +2.4% | +1.1% |
| 3M | +9.9% | -3.7% | +13.6% | +11.3% |
| 6M | +8.2% | -9.4% | +17.6% | +11.7% |
| YTD | -1.5% | -6.0% | +4.5% | -0.2% |
| 1Y | +1.3% | -4.4% | +5.7% | +1.6% |
| 3Y | +92.6% | +33.5% | +59.1% | +62.9% |
| 5Y | +53.8% | +35.7% | +18.1% | +27.1% |
| All | +53.8% | +38.2% | +15.6% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling