+318.9%
PEG vs CAPR
-99.1%
+418.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.7% |
| 7D | -2.3% | +41.1% | -43.3% | -2.4% |
| 30D | +1.2% | +11.1% | -9.9% | +1.2% |
| 3M | -2.4% | +115.3% | -117.7% | -2.8% |
| 6M | -6.9% | -73.8% | +67.0% | -6.7% |
| YTD | -7.2% | -68.8% | +61.6% | -7.1% |
| 1Y | -8.9% | +43.3% | -52.2% | -10.1% |
| 3Y | +27.1% | +214.7% | -187.6% | +24.2% |
| 5Y | +33.8% | +141.3% | -107.5% | +30.5% |
| 10Y | +150.2% | -67.0% | +217.2% | +139.9% |
| All | +318.9% | -99.1% | +418.0% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling