+15,068.3%
PCAR vs PEG
+2,907.1%
+12,161.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | -6.2% | -2.4% | -3.8% | -5.2% |
| 3M | +5.9% | -4.8% | +10.7% | +8.1% |
| 6M | +0.4% | -10.7% | +11.1% | +5.5% |
| YTD | +14.8% | -6.7% | +21.5% | +18.0% |
| 1Y | +30.1% | -6.8% | +36.9% | +33.4% |
| 3Y | +66.7% | +34.5% | +32.2% | +41.1% |
| 5Y | +166.1% | +35.8% | +130.4% | +121.1% |
| 10Y | +353.7% | +141.7% | +211.9% | +170.6% |
| All | +15,068.3% | +2,907.1% | +12,161.2% | +2,957.6% |
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