-6.8%
PEG vs TDY
+11.8%
-18.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.7% | -1.8% | +2.5% | +0.9% |
| 30D | -2.4% | -10.7% | +8.3% | -1.2% |
| 3M | -4.8% | -1.3% | -3.5% | -4.8% |
| 6M | -10.7% | -10.6% | -0.1% | -9.7% |
| YTD | -6.7% | +19.6% | -26.2% | -8.4% |
| 1Y | -6.8% | +11.6% | -18.5% | -8.8% |
| All | -6.8% | +11.8% | -18.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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