+163.7%
PEG vs A
+300.7%
-137.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +6.1% | +0.8% | +5.3% | +5.8% |
| 3M | -0.5% | +16.9% | -17.4% | -4.4% |
| 6M | -3.2% | +53.8% | -56.9% | -13.3% |
| YTD | -4.4% | +28.1% | -32.5% | -10.9% |
| 1Y | -7.4% | +15.0% | -22.4% | -11.3% |
| 3Y | +33.9% | +63.1% | -29.1% | +13.6% |
| 5Y | +42.3% | +11.5% | +30.8% | +32.5% |
| All | +163.7% | +300.7% | -137.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling