+1,872.4%
PEG vs HIG
+995.0%
+877.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +4.5% | +2.6% | +1.9% | +4.1% |
| 30D | +7.5% | +4.2% | +3.4% | +6.9% |
| 3M | +0.8% | +0.2% | +0.6% | +0.8% |
| 6M | 0.0% | +4.6% | -4.6% | -0.7% |
| YTD | -3.0% | +1.1% | -4.2% | -3.4% |
| 1Y | -4.7% | +4.7% | -9.4% | -5.5% |
| 3Y | +36.5% | +95.5% | -59.0% | +24.5% |
| 5Y | +44.4% | +111.7% | -67.3% | +30.0% |
| 10Y | +170.2% | +263.4% | -93.2% | +123.5% |
| All | +1,872.4% | +995.0% | +877.4% | +1,004.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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