+36.5%
PEG vs CAPR
+239.1%
-202.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.4% | +1.5% |
| 7D | +4.5% | +5.9% | -1.4% | +4.5% |
| 30D | +7.5% | +44.6% | -37.1% | +7.4% |
| 3M | +0.8% | +126.4% | -125.5% | +0.6% |
| 6M | 0.0% | -68.6% | +68.6% | 0.0% |
| YTD | -3.0% | -67.0% | +63.9% | -3.0% |
| 1Y | -4.7% | +65.2% | -69.9% | -5.4% |
| 3Y | +36.5% | +235.6% | -199.1% | +30.4% |
| All | +36.5% | +239.1% | -202.7% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling