+330.9%
PEG vs CAPR
-99.1%
+430.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.5% | -0.4% |
| 7D | +2.6% | +7.6% | -5.1% | +2.5% |
| 30D | +3.3% | +13.3% | -10.0% | +3.2% |
| 3M | +1.1% | +130.4% | -129.3% | +0.6% |
| 6M | -1.4% | -70.8% | +69.4% | -1.3% |
| YTD | -4.6% | -69.3% | +64.7% | -4.5% |
| 1Y | -7.2% | +59.5% | -66.7% | -8.5% |
| 3Y | +33.7% | +216.8% | -183.1% | +30.6% |
| 5Y | +40.8% | +152.7% | -111.9% | +37.3% |
| 10Y | +162.8% | -68.2% | +231.0% | +152.0% |
| All | +330.9% | -99.1% | +430.0% | +306.2% |
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