+269.8%
PEG vs FIVE
+822.5%
-552.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | +1.2% | +17.7% | -16.4% | -0.6% |
| 3M | -2.4% | +4.0% | -6.3% | -3.0% |
| 6M | -6.9% | +2.6% | -9.5% | -7.6% |
| YTD | -7.2% | +27.6% | -34.8% | -10.4% |
| 1Y | -8.9% | +59.9% | -68.8% | -14.3% |
| 3Y | +27.1% | +35.8% | -8.7% | +18.3% |
| 5Y | +33.8% | +14.4% | +19.4% | +24.6% |
| 10Y | +150.2% | +576.1% | -426.0% | +87.4% |
| All | +269.8% | +822.5% | -552.7% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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