+1,632.9%
PBR vs PEG
+1,059.5%
+573.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.0% |
| 7D | +2.5% | +1.0% | +1.4% | +1.8% |
| 30D | +19.4% | -1.9% | +21.3% | +20.7% |
| 3M | +20.8% | -3.7% | +24.5% | +23.3% |
| 6M | +23.5% | -9.4% | +32.9% | +30.7% |
| YTD | +83.4% | -6.0% | +89.4% | +88.9% |
| 1Y | +77.6% | -4.4% | +81.9% | +80.1% |
| 3Y | +99.9% | +33.5% | +66.3% | +56.6% |
| 5Y | +567.7% | +35.7% | +532.0% | +400.4% |
| 10Y | +621.5% | +140.4% | +481.1% | +255.1% |
| All | +1,632.9% | +1,059.5% | +573.4% | +415.8% |
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