+41.7%
PEG vs MDY
+34.6%
+7.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +4.5% | +2.3% | +2.2% | +3.5% |
| 30D | +7.5% | +2.0% | +5.5% | +6.5% |
| 3M | +0.8% | -5.6% | +6.5% | +3.3% |
| 6M | 0.0% | +1.3% | -1.3% | -0.8% |
| YTD | -3.0% | +12.3% | -15.4% | -8.5% |
| 1Y | -4.7% | +15.8% | -20.5% | -11.4% |
| 3Y | +36.5% | +56.5% | -20.0% | +8.9% |
| All | +41.7% | +34.6% | +7.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling