+15.3%
O vs PEG
+33.9%
-18.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -2.4% | -1.7% | -0.7% | -1.7% |
| 3M | -0.6% | -6.8% | +6.2% | +2.5% |
| 6M | -5.0% | -11.4% | +6.4% | 0.0% |
| YTD | +10.4% | -7.2% | +17.6% | +13.8% |
| 1Y | +6.6% | -6.1% | +12.7% | +9.1% |
| 3Y | +28.4% | +31.8% | -3.4% | +8.1% |
| 5Y | +15.3% | +35.6% | -20.3% | -3.7% |
| All | +15.3% | +33.9% | -18.6% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling