+31.4%
PEG vs UUUU
+74.5%
-43.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.1% |
| 7D | -0.9% | -10.5% | +9.6% | -0.5% |
| 30D | -3.7% | -10.5% | +6.8% | -3.4% |
| 3M | -7.3% | -14.1% | +6.9% | -6.9% |
| 6M | -10.5% | -35.5% | +25.0% | -9.4% |
| YTD | -7.5% | -10.9% | +3.4% | -8.4% |
| 1Y | -8.7% | +3.4% | -12.1% | -11.4% |
| 3Y | +31.4% | +73.1% | -41.8% | +18.5% |
| All | +31.4% | +74.5% | -43.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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