-8.7%
PEG vs TRI
-40.4%
+31.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | 0.0% |
| 7D | -0.9% | -7.9% | +7.0% | -1.2% |
| 30D | -3.7% | -4.5% | +0.8% | -3.9% |
| 3M | -7.3% | +22.1% | -29.4% | -5.9% |
| 6M | -10.5% | -2.8% | -7.7% | -10.1% |
| YTD | -7.5% | -23.4% | +15.9% | -6.7% |
| 1Y | -8.7% | -41.5% | +32.8% | -7.3% |
| All | -8.7% | -40.4% | +31.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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