-8.7%
PEG vs VRSN
+4.1%
-12.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | 0.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -3.7% | +3.8% | -7.5% | -3.5% |
| 3M | -7.3% | +5.0% | -12.3% | -7.0% |
| 6M | -10.5% | +24.9% | -35.3% | -9.1% |
| YTD | -7.5% | +21.6% | -29.1% | -6.0% |
| 1Y | -8.7% | +2.4% | -11.1% | -6.9% |
| All | -8.7% | +4.1% | -12.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling