+1,907.5%
PEG vs IT
+6,296.6%
-4,389.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | +4.5% | +1.1% | +3.4% | +4.4% |
| 30D | +7.5% | -1.8% | +9.4% | +7.6% |
| 3M | +0.8% | +4.8% | -4.0% | -0.2% |
| 6M | 0.0% | +33.0% | -33.0% | -4.5% |
| YTD | -3.0% | -23.8% | +20.8% | -1.9% |
| 1Y | -4.7% | -16.5% | +11.8% | -4.8% |
| 3Y | +36.5% | -53.6% | +90.1% | +44.8% |
| 5Y | +44.4% | -42.1% | +86.5% | +47.8% |
| 10Y | +170.2% | +90.1% | +80.1% | +137.4% |
| All | +1,907.5% | +6,296.6% | -4,389.1% | +1,127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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