+42.3%
PEG vs MTB
+61.4%
-19.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +6.1% | +0.8% | +5.3% | +6.0% |
| 3M | -0.5% | -12.8% | +12.2% | +2.2% |
| 6M | -3.2% | +6.7% | -9.9% | -4.5% |
| YTD | -4.4% | +11.3% | -15.7% | -6.9% |
| 1Y | -7.4% | +20.2% | -27.5% | -11.3% |
| 3Y | +33.9% | +103.8% | -69.8% | +13.2% |
| 5Y | +42.3% | +60.9% | -18.6% | +27.0% |
| All | +42.3% | +61.4% | -19.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling