+167.1%
NXT vs PEG
+36.4%
+130.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | -22.4% | -2.8% | -19.7% | -21.7% |
| 3M | -27.3% | -6.9% | -20.4% | -25.8% |
| 6M | -28.5% | -11.4% | -17.1% | -25.7% |
| YTD | -6.6% | -7.4% | +0.8% | -4.6% |
| 1Y | +20.4% | -8.3% | +28.6% | +23.2% |
| 3Y | +90.9% | +31.5% | +59.4% | +70.0% |
| All | +167.1% | +36.4% | +130.7% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling