+2,098.2%
PEG vs MDY
+2,644.5%
-546.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | -1.9% | -3.1% | +1.3% | -0.4% |
| 3M | -3.7% | +1.8% | -5.5% | -4.7% |
| 6M | -9.4% | +10.8% | -20.2% | -14.2% |
| YTD | -6.0% | +14.4% | -20.4% | -12.5% |
| 1Y | -4.4% | +15.2% | -19.6% | -11.4% |
| 3Y | +33.5% | +51.2% | -17.7% | +6.9% |
| 5Y | +35.7% | +47.2% | -11.5% | +8.6% |
| 10Y | +140.4% | +171.1% | -30.7% | +38.3% |
| All | +2,098.2% | +2,644.5% | -546.3% | +414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling