+2,830.4%
PEG vs NTRS
+7,800.3%
-4,969.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -3.7% | -0.7% | -3.1% | -3.6% |
| 3M | -7.3% | +11.3% | -18.6% | -9.6% |
| 6M | -10.5% | +35.5% | -46.0% | -16.7% |
| YTD | -7.5% | +40.6% | -48.1% | -14.8% |
| 1Y | -8.7% | +49.2% | -57.9% | -17.2% |
| 3Y | +31.4% | +167.2% | -135.9% | +3.4% |
| 5Y | +37.8% | +94.9% | -57.2% | +14.2% |
| 10Y | +148.0% | +259.5% | -111.5% | +73.8% |
| All | +2,830.4% | +7,800.3% | -4,969.9% | +1,166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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