+70.5%
NDAQ vs PEG
+41.8%
+28.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +2.9% | +2.6% | +0.3% | +1.9% |
| 30D | +17.5% | +3.3% | +14.2% | +16.1% |
| 3M | +15.4% | +1.1% | +14.4% | +14.9% |
| 6M | +24.6% | -1.4% | +26.1% | +24.8% |
| YTD | +14.4% | -4.6% | +19.0% | +15.2% |
| 1Y | +26.9% | -7.2% | +34.1% | +29.3% |
| 3Y | +119.8% | +33.7% | +86.1% | +85.0% |
| 5Y | +70.5% | +40.8% | +29.7% | +34.3% |
| All | +70.5% | +41.8% | +28.7% | +34.3% |
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 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