+2,971.7%
PEG vs MTB
+7,638.9%
-4,667.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +4.5% | +1.5% | +3.0% | +4.2% |
| 30D | +7.5% | +2.3% | +5.2% | +7.0% |
| 3M | +0.8% | -12.1% | +13.0% | +3.6% |
| 6M | 0.0% | +9.8% | -9.8% | -2.1% |
| YTD | -3.0% | +12.0% | -15.0% | -5.8% |
| 1Y | -4.7% | +22.0% | -26.8% | -9.2% |
| 3Y | +36.5% | +107.6% | -71.1% | +14.4% |
| 5Y | +44.4% | +61.9% | -17.5% | +25.2% |
| 10Y | +170.2% | +116.3% | +53.9% | +108.4% |
| All | +2,971.7% | +7,638.9% | -4,667.2% | +1,434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling