+5,122.5%
NI vs PEG
+2,929.1%
+2,193.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | +2.3% | +1.0% | +1.3% | +1.7% |
| 30D | -1.7% | -1.9% | +0.2% | -0.6% |
| 3M | -8.0% | -3.7% | -4.3% | -5.9% |
| 6M | -8.6% | -9.4% | +0.8% | -3.2% |
| YTD | +2.3% | -6.0% | +8.3% | +6.0% |
| 1Y | +6.9% | -4.4% | +11.3% | +9.5% |
| 3Y | +70.6% | +33.5% | +37.0% | +42.8% |
| 5Y | +96.4% | +35.7% | +60.6% | +62.9% |
| 10Y | +136.1% | +140.4% | -4.3% | +43.0% |
| All | +5,122.5% | +2,929.1% | +2,193.4% | +942.9% |
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 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