-4.7%
PEG vs A
+17.3%
-22.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.5% |
| 7D | +4.5% | -0.5% | +5.0% | +4.5% |
| 30D | +7.5% | 0.0% | +7.6% | +7.5% |
| 3M | +0.8% | +16.7% | -15.9% | +0.9% |
| 6M | 0.0% | +54.8% | -54.8% | -0.1% |
| YTD | -3.0% | +28.8% | -31.8% | -3.3% |
| 1Y | -4.7% | +19.3% | -24.1% | -3.5% |
| All | -4.7% | +17.3% | -22.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling