+46.3%
PEG vs COMP
-52.0%
+98.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.1% |
| 7D | -2.3% | +13.4% | -15.7% | -2.8% |
| 30D | +1.2% | +11.1% | -9.9% | +0.7% |
| 3M | -2.4% | -18.8% | +16.5% | -1.7% |
| 6M | -6.9% | +10.5% | -17.4% | -7.7% |
| YTD | -7.2% | -3.4% | -3.8% | -7.9% |
| 1Y | -8.9% | +19.7% | -28.6% | -10.5% |
| 3Y | +27.1% | +381.6% | -354.5% | +15.5% |
| 5Y | +33.8% | -17.6% | +51.4% | +20.2% |
| All | +46.3% | -52.0% | +98.2% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling