+100.5%
NXT vs PEG
+34.5%
+66.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +2.9% | +1.0% | +1.8% | +2.4% |
| 30D | -17.2% | -1.9% | -15.4% | -16.6% |
| 3M | -32.0% | -3.7% | -28.3% | -31.4% |
| 6M | -15.8% | -9.4% | -6.3% | -12.7% |
| YTD | -1.9% | -6.0% | +4.1% | -0.1% |
| 1Y | +22.5% | -4.4% | +26.9% | +23.5% |
| 3Y | +100.5% | +33.5% | +67.0% | +52.4% |
| All | +100.5% | +34.5% | +66.1% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling