+33.5%
PEG vs USFR
+14.0%
+19.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | +1.0% | +0.1% | +1.0% | +0.9% |
| 30D | -1.9% | +0.3% | -2.2% | -2.7% |
| 3M | -3.7% | +1.0% | -4.7% | -6.1% |
| 6M | -9.4% | +1.9% | -11.4% | -13.7% |
| YTD | -6.0% | +2.7% | -8.6% | -12.0% |
| 1Y | -4.4% | +4.0% | -8.4% | -13.6% |
| All | +33.5% | +14.0% | +19.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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