+143.4%
PEG vs A
+256.4%
-113.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | -0.9% | -2.6% | +1.7% | -0.3% |
| 30D | -3.7% | -0.9% | -2.8% | -3.7% |
| 3M | -7.3% | +13.6% | -20.9% | -10.3% |
| 6M | -10.5% | +27.8% | -38.3% | -16.4% |
| YTD | -7.5% | +8.6% | -16.1% | -10.2% |
| 1Y | -8.7% | +16.9% | -25.6% | -13.3% |
| 3Y | +31.4% | +32.9% | -1.6% | +17.2% |
| 5Y | +37.8% | -14.1% | +51.9% | +37.5% |
| All | +143.4% | +256.4% | -113.0% | +69.0% |
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