+32.6%
NET vs PEG
+37.1%
-4.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.7% |
| 7D | -16.4% | +1.0% | -17.4% | -16.6% |
| 30D | -25.8% | +6.6% | -32.5% | -27.2% |
| 3M | -11.5% | -3.1% | -8.4% | -10.9% |
| 6M | +18.9% | -7.4% | +26.3% | +21.0% |
| YTD | +35.2% | -6.4% | +41.7% | +36.2% |
| 1Y | +14.5% | -7.4% | +21.9% | +15.7% |
| 3Y | +313.8% | +27.0% | +286.8% | +261.3% |
| 5Y | +32.6% | +36.0% | -3.4% | +16.1% |
| All | +32.6% | +37.1% | -4.5% | +16.1% |
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