+278.9%
PEG vs BR
+1,286.0%
-1,007.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.6% |
| 7D | +1.0% | -5.9% | +7.0% | +3.1% |
| 30D | -1.9% | +1.9% | -3.8% | -2.7% |
| 3M | -3.7% | +14.7% | -18.3% | -8.7% |
| 6M | -9.4% | -12.8% | +3.3% | -6.1% |
| YTD | -6.0% | -23.0% | +17.0% | +1.3% |
| 1Y | -4.4% | -31.7% | +27.3% | +7.6% |
| 3Y | +33.5% | -4.8% | +38.3% | +31.3% |
| 5Y | +35.7% | +7.8% | +27.9% | +25.4% |
| 10Y | +140.4% | +184.1% | -43.7% | +49.9% |
| All | +278.9% | +1,286.0% | -1,007.1% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling