+5,286.6%
O vs PEG
+2,297.2%
+2,989.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +3.5% | +2.6% | +1.0% | +2.3% |
| 30D | +10.4% | +3.3% | +7.1% | +8.7% |
| 3M | -2.4% | +1.1% | -3.5% | -3.1% |
| 6M | -1.2% | -1.4% | +0.2% | -0.7% |
| YTD | +10.4% | -4.6% | +15.0% | +12.4% |
| 1Y | +11.4% | -7.2% | +18.6% | +14.8% |
| 3Y | +40.4% | +33.7% | +6.7% | +20.1% |
| 5Y | +12.1% | +40.8% | -28.7% | -7.1% |
| 10Y | +82.7% | +162.8% | -80.1% | +17.4% |
| All | +5,286.6% | +2,297.2% | +2,989.4% | +2,172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling