+38.0%
PEG vs A
-16.6%
+54.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | -0.9% | -4.6% | +3.7% | -0.2% |
| 30D | -2.8% | -4.3% | +1.5% | -2.2% |
| 3M | -6.9% | +8.9% | -15.9% | -8.5% |
| 6M | -11.4% | +24.5% | -35.9% | -15.2% |
| YTD | -7.4% | +5.8% | -13.2% | -8.8% |
| 1Y | -8.3% | +16.2% | -24.5% | -11.5% |
| 3Y | +31.5% | +28.5% | +3.1% | +21.2% |
| 5Y | +38.0% | -16.3% | +54.3% | +28.1% |
| All | +38.0% | -16.6% | +54.5% | +28.1% |
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