+102.6%
PBR vs PEG
+31.8%
+70.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +5.4% | -0.9% | +6.3% | +5.6% |
| 30D | +22.9% | -3.7% | +26.6% | +24.2% |
| 3M | +19.6% | -7.3% | +26.9% | +22.2% |
| 6M | +16.5% | -10.5% | +27.0% | +20.2% |
| YTD | +86.7% | -7.5% | +94.2% | +90.1% |
| 1Y | +74.7% | -8.7% | +83.4% | +78.5% |
| 3Y | +102.6% | +31.4% | +71.2% | +74.1% |
| All | +102.6% | +31.8% | +70.8% | +74.1% |
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