+33.7%
PEG vs COMP
+423.0%
-389.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.1% |
| 7D | +2.6% | +7.2% | -4.6% | +2.2% |
| 30D | +3.3% | +6.4% | -3.1% | +2.9% |
| 3M | +1.1% | -19.4% | +20.5% | +1.8% |
| 6M | -1.4% | +14.6% | -16.0% | -2.5% |
| YTD | -4.6% | -5.5% | +0.9% | -5.2% |
| 1Y | -7.2% | +13.7% | -20.9% | -8.8% |
| 3Y | +33.7% | +409.7% | -376.0% | +16.2% |
| All | +33.7% | +423.0% | -389.3% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling