+214.4%
PEG vs POET
-24.0%
+238.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | -0.1% |
| 7D | -0.9% | +3.7% | -4.6% | -1.0% |
| 30D | -2.8% | -11.5% | +8.8% | -2.5% |
| 3M | -6.9% | -30.8% | +23.8% | -6.5% |
| 6M | -11.4% | +8.6% | -20.0% | -13.1% |
| YTD | -7.4% | +20.1% | -27.4% | -9.6% |
| 1Y | -8.3% | +35.7% | -44.0% | -11.1% |
| 3Y | +31.5% | +116.5% | -85.0% | +22.3% |
| 5Y | +38.0% | -8.4% | +46.4% | +29.4% |
| 10Y | +148.3% | +24.6% | +123.7% | +123.3% |
| All | +214.4% | -24.0% | +238.4% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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