+12,304.7%
PCAR vs PEG
+2,889.6%
+9,415.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +0.1% | -2.3% | +2.3% | +1.1% |
| 30D | -4.6% | +1.2% | -5.8% | -5.1% |
| 3M | -22.6% | -2.4% | -20.2% | -21.9% |
| 6M | -12.0% | -6.9% | -5.1% | -9.3% |
| YTD | -6.1% | -7.2% | +1.1% | -3.4% |
| 1Y | +6.3% | -8.9% | +15.2% | +10.2% |
| 3Y | +31.8% | +27.1% | +4.7% | +14.6% |
| 5Y | +104.2% | +33.8% | +70.4% | +70.6% |
| 10Y | +302.9% | +150.2% | +152.8% | +136.3% |
| All | +12,304.7% | +2,889.6% | +9,415.1% | +2,403.3% |
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