+36.5%
PEG vs TW
+44.1%
-7.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +4.5% | +3.9% | +0.6% | +4.1% |
| 30D | +7.5% | +19.9% | -12.4% | +5.4% |
| 3M | +0.8% | +25.9% | -25.1% | -1.7% |
| 6M | 0.0% | +21.1% | -21.1% | -2.1% |
| YTD | -3.0% | +23.9% | -26.9% | -5.9% |
| 1Y | -4.7% | +21.2% | -26.0% | -7.1% |
| 3Y | +36.5% | +44.8% | -8.3% | +36.3% |
| All | +36.5% | +44.1% | -7.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling