+45.8%
PEG vs S
-56.8%
+102.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +0.7% | -7.7% | +8.4% | +0.8% |
| 30D | -2.4% | -5.3% | +2.9% | -2.4% |
| 3M | -4.8% | +20.3% | -25.1% | -5.1% |
| 6M | -10.7% | +47.4% | -58.1% | -11.4% |
| YTD | -6.7% | +32.5% | -39.2% | -7.2% |
| 1Y | -6.8% | +9.5% | -16.4% | -7.1% |
| 3Y | +34.5% | +15.5% | +19.0% | +33.5% |
| 5Y | +35.8% | -71.2% | +107.0% | +31.7% |
| All | +45.8% | -56.8% | +102.5% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling