+2,784.3%
PEG vs M
+442.1%
+2,342.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.1% | -4.8% | +2.4% |
| 7D | +0.9% | +2.5% | -1.7% | +0.5% |
| 30D | +3.8% | +10.1% | -6.3% | +2.6% |
| 3M | +0.1% | -0.9% | +1.0% | -0.1% |
| 6M | -1.0% | +30.2% | -31.1% | -4.4% |
| YTD | -4.1% | +16.3% | -20.4% | -6.6% |
| 1Y | -6.9% | +27.0% | -33.8% | -10.3% |
| 3Y | +35.6% | +154.5% | -118.8% | +17.1% |
| 5Y | +42.8% | -1.1% | +43.8% | +32.5% |
| 10Y | +160.2% | +0.5% | +159.7% | +114.1% |
| All | +2,784.3% | +442.1% | +2,342.2% | +1,634.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling