+1,453.1%
PEG vs VRSN
+6,651.0%
-5,197.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -0.2% | -2.3% | -2.4% |
| 3M | -4.8% | -0.3% | -4.5% | -4.9% |
| 6M | -10.7% | +23.0% | -33.7% | -12.1% |
| YTD | -6.7% | +21.3% | -28.0% | -8.1% |
| 1Y | -6.8% | +6.7% | -13.6% | -7.5% |
| 3Y | +34.5% | +45.0% | -10.5% | +30.5% |
| 5Y | +35.8% | +35.0% | +0.7% | +31.9% |
| 10Y | +141.7% | +276.3% | -134.6% | +121.9% |
| All | +1,453.1% | +6,651.0% | -5,197.9% | +1,252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling