-8.7%
PEG vs TRU
-13.7%
+4.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -3.7% | -2.0% | -1.7% | -3.7% |
| 3M | -7.3% | +18.4% | -25.7% | -7.9% |
| 6M | -10.5% | +8.9% | -19.3% | -10.9% |
| YTD | -7.5% | -8.9% | +1.4% | -7.0% |
| 1Y | -8.7% | -15.9% | +7.1% | -7.3% |
| All | -8.7% | -13.7% | +4.9% | -7.3% |
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