+35.6%
PEG vs S
+49.1%
-13.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.7% | +3.2% |
| 7D | +0.9% | +1.6% | -0.7% | +0.8% |
| 30D | +3.8% | -10.5% | +14.3% | +3.9% |
| 3M | +0.1% | +9.9% | -9.8% | -0.1% |
| 6M | -1.0% | +41.8% | -42.8% | -1.7% |
| YTD | -4.1% | +56.8% | -60.9% | -5.2% |
| 1Y | -6.9% | +39.0% | -45.9% | -7.4% |
| 3Y | +35.6% | +53.8% | -18.2% | +29.2% |
| All | +35.6% | +49.1% | -13.5% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling