+2,878.2%
PEG vs WY
+676.8%
+2,201.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.1% |
| 7D | +1.0% | -2.1% | +3.1% | +1.5% |
| 30D | -1.9% | -10.5% | +8.6% | +0.8% |
| 3M | -3.7% | -4.9% | +1.2% | -2.7% |
| 6M | -9.4% | -4.9% | -4.5% | -8.6% |
| YTD | -6.0% | -1.7% | -4.3% | -6.1% |
| 1Y | -4.4% | -9.4% | +5.0% | -2.7% |
| 3Y | +33.5% | -22.3% | +55.8% | +39.5% |
| 5Y | +35.7% | -20.5% | +56.3% | +39.3% |
| 10Y | +140.4% | +4.9% | +135.5% | +118.5% |
| All | +2,878.2% | +676.8% | +2,201.4% | +1,655.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling