+176.5%
NXT vs PEG
+36.1%
+140.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -9.4% | +4.5% | -13.9% | -10.9% |
| 30D | +15.1% | +7.5% | +7.6% | +11.7% |
| 3M | -9.1% | +0.8% | -9.9% | -9.6% |
| 6M | -30.3% | 0.0% | -30.3% | -30.9% |
| YTD | +9.1% | -3.0% | +12.1% | +9.4% |
| 1Y | +7.9% | -4.7% | +12.6% | +9.0% |
| 3Y | +176.5% | +36.5% | +140.0% | +109.0% |
| All | +176.5% | +36.1% | +140.4% | +109.0% |
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 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