+162.8%
PEG vs M
-3.0%
+165.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +2.6% | +5.0% | -2.5% | +2.1% |
| 30D | +3.3% | +10.6% | -7.3% | +2.4% |
| 3M | +1.1% | +1.6% | -0.5% | +0.8% |
| 6M | -1.4% | +30.8% | -32.3% | -3.8% |
| YTD | -4.6% | +16.9% | -21.5% | -6.3% |
| 1Y | -7.2% | +26.3% | -33.5% | -9.5% |
| 3Y | +33.7% | +158.6% | -124.9% | +20.6% |
| 5Y | +40.8% | +2.1% | +38.7% | +33.5% |
| 10Y | +162.8% | -4.3% | +167.2% | +97.2% |
| All | +162.8% | -3.0% | +165.9% | +97.2% |
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