+31.8%
PCAR vs PEG
+25.9%
+5.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +0.1% | -2.3% | +2.3% | +0.7% |
| 30D | -4.6% | +1.2% | -5.8% | -4.9% |
| 3M | -22.6% | -2.4% | -20.2% | -22.2% |
| 6M | -12.0% | -6.9% | -5.1% | -10.5% |
| YTD | -6.1% | -7.2% | +1.1% | -4.5% |
| 1Y | +6.3% | -8.9% | +15.2% | +8.6% |
| 3Y | +31.8% | +27.1% | +4.7% | +26.7% |
| All | +31.8% | +25.9% | +5.9% | +26.7% |
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