+258.9%
PEG vs USFR
+28.6%
+230.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +7.5% | +0.4% | +7.2% | +7.5% |
| 3M | +0.8% | +1.1% | -0.2% | +0.7% |
| 6M | 0.0% | +2.0% | -2.0% | -0.3% |
| YTD | -3.0% | +3.5% | -6.5% | -3.6% |
| 1Y | -4.7% | +4.1% | -8.8% | -5.4% |
| 3Y | +36.5% | +14.4% | +22.1% | +33.5% |
| 5Y | +44.4% | +21.4% | +22.9% | +39.9% |
| 10Y | +170.2% | +28.6% | +141.7% | +159.5% |
| All | +258.9% | +28.6% | +230.3% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling