+174.2%
PEG vs TRU
+226.0%
-51.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -0.1% | -6.5% | +6.4% | +1.2% |
| 30D | -1.7% | -2.5% | +0.8% | -1.4% |
| 3M | -6.8% | +10.4% | -17.1% | -9.1% |
| 6M | -11.4% | +1.6% | -13.0% | -12.5% |
| YTD | -7.2% | -9.7% | +2.5% | -6.6% |
| 1Y | -6.1% | -17.3% | +11.1% | -4.0% |
| 3Y | +31.8% | -1.8% | +33.6% | +24.4% |
| 5Y | +35.6% | -36.2% | +71.8% | +40.7% |
| 10Y | +148.7% | +143.2% | +5.5% | +95.9% |
| All | +174.2% | +226.0% | -51.8% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling