-7.4%
PEG vs TRU
+2.1%
-9.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.4% |
| 7D | +1.0% | +10.5% | -9.5% | +0.7% |
| 30D | +6.6% | +28.7% | -22.1% | +6.0% |
| 3M | -3.1% | +0.7% | -3.8% | -3.2% |
| 6M | -7.4% | +19.3% | -26.7% | -7.8% |
| YTD | -6.4% | -3.7% | -2.7% | -6.5% |
| 1Y | -7.4% | +3.4% | -10.9% | -8.2% |
| All | -7.4% | +2.1% | -9.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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