+152.6%
PR vs PEG
+127.5%
+25.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -16.4% | -2.3% | -14.1% | -15.6% |
| 30D | -1.9% | +1.2% | -3.1% | -2.5% |
| 3M | +8.0% | -2.4% | +10.3% | +8.7% |
| 6M | +4.1% | -6.9% | +11.0% | +6.7% |
| YTD | +58.7% | -7.2% | +65.9% | +62.1% |
| 1Y | +75.8% | -8.9% | +84.7% | +81.0% |
| 3Y | +73.2% | +27.1% | +46.0% | +52.7% |
| 5Y | +230.1% | +33.8% | +196.4% | +182.3% |
| 10Y | +67.4% | +150.2% | -82.8% | +45.8% |
| All | +152.6% | +127.5% | +25.1% | +122.2% |
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 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