+31.5%
PEG vs BR
-5.0%
+36.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.9% | -6.0% | +5.1% | -0.3% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | -6.9% | +16.4% | -23.3% | -8.9% |
| 6M | -11.4% | -8.2% | -3.2% | -9.8% |
| YTD | -7.4% | -23.2% | +15.8% | -1.3% |
| 1Y | -8.3% | -30.9% | +22.7% | +1.0% |
| All | +31.5% | -5.0% | +36.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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