+147.8%
PR vs PEG
+129.0%
+18.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -16.5% | -0.7% | -15.8% | -16.3% |
| 30D | -4.5% | +1.9% | -6.4% | -5.4% |
| 3M | +8.5% | -2.3% | +10.9% | +9.3% |
| 6M | -3.3% | -6.7% | +3.3% | -1.0% |
| YTD | +55.7% | -6.6% | +62.3% | +58.6% |
| 1Y | +82.0% | -5.3% | +87.4% | +84.3% |
| 3Y | +62.5% | +26.8% | +35.6% | +43.4% |
| 5Y | +223.9% | +34.7% | +189.2% | +176.2% |
| 10Y | +64.2% | +151.8% | -87.6% | +42.6% |
| All | +147.8% | +129.0% | +18.8% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling