+640.4%
PEG vs MKTX
+1,443.5%
-803.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | -2.8% | +0.8% | -3.6% | -2.9% |
| 3M | -6.9% | +41.1% | -48.1% | -11.9% |
| 6M | -11.4% | -9.5% | -1.9% | -10.8% |
| YTD | -7.4% | -8.7% | +1.3% | -7.0% |
| 1Y | -8.3% | -10.0% | +1.7% | -7.8% |
| 3Y | +31.5% | -24.6% | +56.2% | +33.3% |
| 5Y | +38.0% | -60.3% | +98.3% | +51.0% |
| 10Y | +148.3% | +5.0% | +143.3% | +130.3% |
| All | +640.4% | +1,443.5% | -803.0% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling