+167.5%
PEG vs M
-7.1%
+174.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +4.5% | +7.0% | -2.5% | +3.9% |
| 30D | +7.5% | +8.9% | -1.4% | +6.8% |
| 3M | +0.8% | +4.5% | -3.7% | +0.4% |
| 6M | 0.0% | +36.2% | -36.2% | -2.7% |
| YTD | -3.0% | +15.1% | -18.2% | -4.7% |
| 1Y | -4.7% | +27.4% | -32.2% | -7.2% |
| 3Y | +36.5% | +160.1% | -123.7% | +23.0% |
| 5Y | +44.4% | -1.6% | +45.9% | +37.3% |
| All | +167.5% | -7.1% | +174.6% | +99.5% |
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