+31.5%
PEG vs WY
-25.0%
+56.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | -0.9% | -3.7% | +2.8% | 0.0% |
| 30D | -2.8% | -11.3% | +8.5% | 0.0% |
| 3M | -6.9% | -8.1% | +1.2% | -5.2% |
| 6M | -11.4% | -7.4% | -4.0% | -10.0% |
| YTD | -7.4% | -4.7% | -2.7% | -6.8% |
| 1Y | -8.3% | -9.2% | +0.9% | -6.6% |
| All | +31.5% | -25.0% | +56.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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