+240.5%
PEG vs AR
-33.4%
+273.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -2.3% | -14.3% | +12.0% | -1.3% |
| 30D | +1.2% | +1.4% | -0.2% | +1.1% |
| 3M | -2.4% | +3.4% | -5.7% | -2.7% |
| 6M | -6.9% | -2.1% | -4.8% | -6.9% |
| YTD | -7.2% | +4.7% | -11.9% | -7.9% |
| 1Y | -8.9% | +10.6% | -19.4% | -9.9% |
| 3Y | +27.1% | +24.6% | +2.5% | +23.8% |
| 5Y | +33.8% | +71.9% | -38.1% | +26.5% |
| 10Y | +150.2% | +46.4% | +103.8% | +106.5% |
| All | +240.5% | -33.4% | +273.9% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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