+1,381.0%
NET vs PEG
+52.2%
+1,328.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.8% |
| 3M | -11.5% | -3.1% | -8.4% | -11.2% |
| 6M | +18.9% | -7.4% | +26.3% | +20.3% |
| YTD | +35.2% | -6.4% | +41.7% | +36.0% |
| 1Y | +14.5% | -7.4% | +21.9% | +15.4% |
| 3Y | +313.8% | +27.0% | +286.8% | +287.7% |
| 5Y | +32.6% | +36.0% | -3.4% | +22.0% |
| All | +1,381.0% | +52.2% | +1,328.8% | +1,295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling