+1,113.0%
PEG vs A
+557.8%
+555.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.4% |
| 30D | +3.3% | +4.3% | -1.0% | +2.7% |
| 3M | +1.1% | +19.8% | -18.7% | -1.6% |
| 6M | -1.4% | +54.4% | -55.8% | -7.6% |
| YTD | -4.6% | +31.7% | -36.3% | -8.8% |
| 1Y | -7.2% | +22.4% | -29.7% | -10.4% |
| 3Y | +33.7% | +67.7% | -34.0% | +22.4% |
| 5Y | +40.8% | +15.7% | +25.1% | +34.4% |
| 10Y | +162.8% | +308.7% | -145.9% | +112.3% |
| All | +1,113.0% | +557.8% | +555.2% | +682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling