-7.2%
PEG vs S
+37.8%
-45.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +2.6% | +1.4% | +1.2% | +2.6% |
| 30D | +3.3% | -10.8% | +14.1% | +2.8% |
| 3M | +1.1% | +5.4% | -4.3% | +1.8% |
| 6M | -1.4% | +41.2% | -42.7% | +1.0% |
| YTD | -4.6% | +56.2% | -60.8% | -1.5% |
| 1Y | -7.2% | +36.3% | -43.5% | -3.3% |
| All | -7.2% | +37.8% | -45.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling