+38.0%
PEG vs USFR
+20.4%
+17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.8% | +0.3% | -3.1% | -2.6% |
| 3M | -6.9% | +1.0% | -7.9% | -6.4% |
| 6M | -11.4% | +1.9% | -13.3% | -10.4% |
| YTD | -7.4% | +2.7% | -10.1% | -5.9% |
| 1Y | -8.3% | +4.0% | -12.3% | -6.0% |
| 3Y | +31.5% | +14.1% | +17.5% | +62.8% |
| 5Y | +38.0% | +20.5% | +17.5% | +122.1% |
| All | +38.0% | +20.4% | +17.5% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling