+40.8%
PEG vs A
+15.8%
+25.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +3.3% | +4.3% | -1.0% | +2.6% |
| 3M | +1.1% | +19.8% | -18.7% | -2.0% |
| 6M | -1.4% | +54.4% | -55.8% | -8.9% |
| YTD | -4.6% | +31.7% | -36.3% | -9.4% |
| 1Y | -7.2% | +22.4% | -29.7% | -10.6% |
| 3Y | +33.7% | +67.7% | -34.0% | +17.3% |
| 5Y | +40.8% | +15.7% | +25.1% | +28.7% |
| All | +40.8% | +15.8% | +25.0% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling