+321.4%
PEG vs CAPR
-99.1%
+420.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +0.7% | -2.0% | +2.7% | +0.7% |
| 30D | -2.4% | +139.2% | -141.6% | -2.8% |
| 3M | -4.8% | -66.4% | +61.6% | -4.7% |
| 6M | -10.7% | -63.1% | +52.4% | -10.6% |
| YTD | -6.7% | -67.4% | +60.8% | -6.6% |
| 1Y | -6.8% | +58.2% | -65.1% | -8.2% |
| 3Y | +34.5% | +42.2% | -7.7% | +31.8% |
| 5Y | +35.8% | +87.3% | -51.5% | +32.6% |
| 10Y | +141.7% | -75.3% | +217.0% | +131.9% |
| All | +321.4% | -99.1% | +420.4% | +297.3% |
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 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