+146.5%
PEG vs M
-7.1%
+153.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.9% |
| 7D | -1.0% | -4.1% | +3.1% | -0.7% |
| 30D | -2.6% | -13.6% | +11.0% | -1.6% |
| 3M | -7.6% | -2.3% | -5.3% | -7.6% |
| 6M | -12.2% | +21.9% | -34.1% | -13.7% |
| YTD | -8.1% | -0.6% | -7.5% | -8.4% |
| 1Y | -7.0% | +29.7% | -36.7% | -9.5% |
| 3Y | +30.6% | +107.3% | -76.7% | +19.9% |
| 5Y | +34.4% | +20.5% | +13.9% | +24.7% |
| 10Y | +146.5% | -6.1% | +152.6% | +82.6% |
| All | +146.5% | -7.1% | +153.6% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling