+449.1%
PL vs PEG
+34.5%
+414.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -9.3% | +0.7% | -10.0% | -9.6% |
| 30D | -18.9% | -2.4% | -16.5% | -18.0% |
| 3M | -58.4% | -4.8% | -53.6% | -57.9% |
| 6M | -30.3% | -10.7% | -19.6% | -27.2% |
| YTD | -8.1% | -6.7% | -1.4% | -7.1% |
| 1Y | +180.5% | -6.8% | +187.3% | +182.4% |
| All | +449.1% | +34.5% | +414.6% | +337.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling