+1,129.6%
PEG vs TDY
+6,969.6%
-5,840.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.9% | -1.9% | +1.0% | -0.6% |
| 30D | -2.8% | -12.5% | +9.8% | -0.4% |
| 3M | -6.9% | -0.8% | -6.1% | -6.9% |
| 6M | -11.4% | -9.0% | -2.4% | -10.2% |
| YTD | -7.4% | +16.8% | -24.2% | -10.3% |
| 1Y | -8.3% | +9.5% | -17.7% | -10.3% |
| 3Y | +31.5% | +45.4% | -13.9% | +21.7% |
| 5Y | +38.0% | +37.8% | +0.1% | +28.2% |
| 10Y | +148.3% | +470.2% | -321.9% | +83.4% |
| All | +1,129.6% | +6,969.6% | -5,840.0% | +646.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling