+37.6%
PEG vs UUUU
+88.5%
-51.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.2% | +0.1% |
| 7D | -0.9% | -5.0% | +4.1% | -0.7% |
| 30D | -2.8% | -7.8% | +5.0% | -2.5% |
| 3M | -6.9% | -0.4% | -6.5% | -7.2% |
| 6M | -11.4% | -32.9% | +21.5% | -10.3% |
| YTD | -7.4% | -6.3% | -1.1% | -8.6% |
| 1Y | -8.3% | +7.9% | -16.2% | -11.2% |
| 3Y | +31.5% | +85.2% | -53.6% | +19.1% |
| All | +37.6% | +88.5% | -51.0% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling