-7.0%
PEG vs CAPR
+35.4%
-42.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -2.2% |
| 7D | -1.0% | -12.6% | +11.7% | -1.0% |
| 30D | -2.6% | +124.4% | -127.0% | -2.6% |
| 3M | -7.6% | -66.8% | +59.2% | -7.7% |
| 6M | -12.2% | -71.8% | +59.6% | -12.2% |
| YTD | -8.1% | -70.1% | +62.0% | -8.1% |
| 1Y | -7.0% | +33.3% | -40.3% | -6.3% |
| All | -7.0% | +35.4% | -42.4% | -6.3% |
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