+37.4%
PEG vs RUN
-81.0%
+118.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.7% |
| 30D | -3.7% | -13.0% | +9.3% | -3.2% |
| 3M | -7.3% | -31.8% | +24.5% | -6.0% |
| 6M | -10.5% | -32.2% | +21.7% | -9.5% |
| YTD | -7.5% | -53.5% | +46.0% | -5.5% |
| 1Y | -8.7% | -46.5% | +37.8% | -7.7% |
| 3Y | +31.4% | -37.6% | +69.0% | +23.8% |
| All | +37.4% | -81.0% | +118.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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