+526.5%
P vs PEG
+154.8%
+371.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.7% |
| 7D | -4.7% | +1.5% | -6.2% | -5.3% |
| 30D | -31.4% | +5.0% | -36.4% | -33.0% |
| 3M | -2.6% | -0.3% | -2.3% | -2.7% |
| 6M | +21.9% | -2.7% | +24.6% | +22.3% |
| YTD | +58.9% | -5.1% | +64.0% | +60.8% |
| 1Y | +21.7% | -8.3% | +30.0% | +25.1% |
| 3Y | +193.3% | +33.0% | +160.3% | +155.1% |
| 5Y | +275.1% | +41.3% | +233.8% | +210.2% |
| 10Y | +655.3% | +164.5% | +490.8% | +400.3% |
| All | +526.5% | +154.8% | +371.7% | +328.5% |
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