+33.7%
PEG vs A
+68.9%
-35.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +3.3% | +4.3% | -1.0% | +2.9% |
| 3M | +1.1% | +19.8% | -18.7% | -0.8% |
| 6M | -1.4% | +54.4% | -55.8% | -6.2% |
| YTD | -4.6% | +31.7% | -36.3% | -7.4% |
| 1Y | -7.2% | +22.4% | -29.7% | -8.9% |
| 3Y | +33.7% | +67.7% | -34.0% | +21.7% |
| All | +33.7% | +68.9% | -35.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling