+19.6%
ON vs PEG
+41.4%
-21.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.1% | +2.6% | -6.7% | -5.1% |
| 30D | -10.2% | +3.3% | -13.5% | -11.5% |
| 3M | -12.7% | +1.1% | -13.8% | -13.3% |
| 6M | -32.5% | -1.4% | -31.1% | -32.7% |
| YTD | +28.6% | -4.6% | +33.1% | +29.7% |
| 1Y | +43.4% | -7.2% | +50.6% | +46.6% |
| 3Y | +3.3% | +33.7% | -30.4% | -14.4% |
| All | +19.6% | +41.4% | -21.8% | -7.2% |
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