-7.4%
PEG vs CAPR
+65.7%
-73.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +0.7% |
| 7D | +2.3% | +19.1% | -16.7% | +2.3% |
| 30D | +6.1% | +48.8% | -42.7% | +6.1% |
| 3M | -0.5% | +144.4% | -144.9% | -0.5% |
| 6M | -3.2% | -67.5% | +64.4% | -3.2% |
| YTD | -4.4% | -64.5% | +60.1% | -4.5% |
| 1Y | -7.4% | +74.4% | -81.8% | -7.3% |
| All | -7.4% | +65.7% | -73.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling