-27.5%
ON vs PEG
+31.0%
-58.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -1.9% | -1.0% | -0.9% | -1.6% |
| 30D | -11.0% | -2.6% | -8.4% | -10.3% |
| 3M | -39.3% | -7.6% | -31.7% | -38.0% |
| 6M | +19.8% | -12.2% | +32.0% | +24.5% |
| YTD | +31.1% | -8.1% | +39.2% | +33.5% |
| 1Y | +46.0% | -7.0% | +53.0% | +47.5% |
| All | -27.5% | +31.0% | -58.4% | -36.9% |
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