+1,812.3%
PEG vs HIG
+980.5%
+831.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | -1.9% | -4.9% | +3.0% | -1.2% |
| 3M | -3.7% | +6.8% | -10.5% | -4.6% |
| 6M | -9.4% | -1.7% | -7.7% | -9.3% |
| YTD | -6.0% | -0.2% | -5.8% | -6.1% |
| 1Y | -4.4% | +5.7% | -10.1% | -5.2% |
| 3Y | +33.5% | +100.3% | -66.8% | +21.5% |
| 5Y | +35.7% | +118.5% | -82.7% | +21.8% |
| 10Y | +140.4% | +309.7% | -169.3% | +96.4% |
| All | +1,812.3% | +980.5% | +831.9% | +973.4% |
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