-7.4%
PEG vs EXEL
+92.4%
-99.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.0% | +9.8% | -8.7% | +0.8% |
| 30D | +6.6% | +23.6% | -17.0% | +6.0% |
| 3M | -3.1% | +29.9% | -33.0% | -3.8% |
| 6M | -7.4% | +64.7% | -72.1% | -8.1% |
| YTD | -6.4% | +66.0% | -72.4% | -7.1% |
| 1Y | -7.4% | +92.0% | -99.4% | -8.5% |
| All | -7.4% | +92.4% | -99.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling