+0.7%
PL vs PEG
-6.5%
+7.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.0% | +10.3% |
| 7D | -6.8% | -2.3% | -4.6% | -6.9% |
| 30D | -29.3% | +1.2% | -30.5% | -29.2% |
| 3M | -44.8% | -2.4% | -42.4% | -45.1% |
| 6M | -68.4% | -6.9% | -61.5% | -68.9% |
| YTD | -36.4% | -7.2% | -29.1% | -41.0% |
| 1Y | +0.7% | -8.9% | +9.6% | -5.2% |
| All | +0.7% | -6.5% | +7.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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