+84.9%
PR vs PEG
+34.2%
+50.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -9.5% | +2.6% | -12.1% | -10.3% |
| 30D | -5.7% | +3.3% | -9.0% | -6.8% |
| 3M | +3.0% | +1.1% | +1.9% | +2.5% |
| 6M | +11.8% | -1.4% | +13.3% | +11.9% |
| YTD | +58.5% | -4.6% | +63.1% | +59.5% |
| 1Y | +69.9% | -7.2% | +77.1% | +73.2% |
| 3Y | +84.9% | +33.7% | +51.2% | +67.4% |
| All | +84.9% | +34.2% | +50.7% | +67.4% |
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