+49.7%
PEG vs COMP
-51.7%
+101.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.6% |
| 7D | +1.5% | +2.2% | -0.7% | +1.3% |
| 30D | +5.0% | +16.3% | -11.3% | +4.2% |
| 3M | -0.3% | -19.1% | +18.8% | +0.4% |
| 6M | -2.7% | +17.1% | -19.8% | -3.7% |
| YTD | -5.1% | -2.9% | -2.1% | -5.8% |
| 1Y | -8.3% | +8.8% | -17.1% | -9.5% |
| 3Y | +33.0% | +423.5% | -390.4% | +20.5% |
| 5Y | +41.3% | -10.5% | +51.8% | +27.1% |
| All | +49.7% | -51.7% | +101.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling