+485.4%
P vs PEG
+150.5%
+334.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +6.5% | +0.7% | +5.8% | +6.2% |
| 30D | +18.8% | -2.4% | +21.3% | +20.1% |
| 3M | +26.7% | -4.8% | +31.5% | +28.8% |
| 6M | +62.2% | -10.7% | +72.9% | +69.3% |
| YTD | +48.5% | -6.7% | +55.2% | +51.7% |
| 1Y | +26.4% | -6.8% | +33.2% | +28.8% |
| 3Y | +159.4% | +34.5% | +124.9% | +124.4% |
| 5Y | +275.8% | +35.8% | +240.0% | +216.7% |
| 10Y | +732.0% | +141.7% | +590.3% | +461.1% |
| All | +485.4% | +150.5% | +334.9% | +304.4% |
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