+5,261.3%
O vs PEG
+2,301.1%
+2,960.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.4% | +2.3% | -2.7% | -1.5% |
| 30D | +8.3% | +6.1% | +2.1% | +5.3% |
| 3M | -4.0% | -0.5% | -3.5% | -3.9% |
| 6M | -2.6% | -3.2% | +0.5% | -1.4% |
| YTD | +9.9% | -4.4% | +14.3% | +11.7% |
| 1Y | +9.8% | -7.4% | +17.2% | +13.3% |
| 3Y | +39.7% | +33.9% | +5.8% | +19.5% |
| 5Y | +9.2% | +42.3% | -33.1% | -10.0% |
| 10Y | +81.5% | +166.4% | -84.9% | +16.0% |
| All | +5,261.3% | +2,301.1% | +2,960.2% | +2,159.5% |
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