+50.7%
O vs PEG
+148.0%
-97.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.9% | -0.9% | -2.0% | -2.3% |
| 30D | -4.5% | -3.7% | -0.8% | -2.2% |
| 3M | -2.6% | -7.3% | +4.6% | +2.2% |
| 6M | -5.6% | -10.5% | +4.9% | +1.2% |
| YTD | +9.3% | -7.5% | +16.8% | +14.4% |
| 1Y | +4.3% | -8.7% | +13.0% | +9.8% |
| 3Y | +27.4% | +31.4% | -3.9% | -0.3% |
| 5Y | +17.1% | +37.8% | -20.7% | -14.0% |
| All | +50.7% | +148.0% | -97.3% | -30.8% |
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