+37.4%
PEG vs MKTX
-60.5%
+97.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -3.7% | +0.7% | -4.4% | -3.8% |
| 3M | -7.3% | +40.8% | -48.1% | -10.3% |
| 6M | -10.5% | -8.0% | -2.5% | -9.8% |
| YTD | -7.5% | -8.7% | +1.2% | -6.7% |
| 1Y | -8.7% | -11.8% | +3.1% | -7.8% |
| 3Y | +31.4% | -24.0% | +55.4% | +32.5% |
| All | +37.4% | -60.5% | +97.9% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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