+143.7%
PEG vs MTB
+172.9%
-29.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -2.8% | -4.6% | +1.8% | -1.7% |
| 3M | -6.9% | +7.4% | -14.4% | -8.6% |
| 6M | -11.4% | +18.7% | -30.1% | -15.0% |
| YTD | -7.4% | +21.1% | -28.5% | -11.7% |
| 1Y | -8.3% | +24.1% | -32.3% | -13.2% |
| 3Y | +31.5% | +115.3% | -83.8% | +7.6% |
| 5Y | +38.0% | +106.0% | -68.1% | +11.3% |
| All | +143.7% | +172.9% | -29.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling