-4.7%
PEG vs MTB
+21.0%
-25.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +4.5% | +1.5% | +3.0% | +4.3% |
| 30D | +7.5% | +2.3% | +5.2% | +7.3% |
| 3M | +0.8% | -12.1% | +13.0% | +1.9% |
| 6M | 0.0% | +9.8% | -9.8% | -0.1% |
| YTD | -3.0% | +12.0% | -15.0% | -3.7% |
| 1Y | -4.7% | +22.0% | -26.8% | -5.8% |
| All | -4.7% | +21.0% | -25.7% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling