+169.5%
PR vs PEG
+128.8%
+40.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | +18.0% | -2.4% | +20.5% | +19.1% |
| 3M | +16.9% | -4.8% | +21.7% | +19.0% |
| 6M | +28.2% | -10.7% | +38.9% | +33.7% |
| YTD | +69.3% | -6.7% | +76.0% | +72.9% |
| 1Y | +69.5% | -6.8% | +76.3% | +73.0% |
| 3Y | +81.7% | +34.5% | +47.2% | +56.3% |
| 5Y | +422.2% | +35.8% | +386.5% | +344.7% |
| 10Y | +110.4% | +141.7% | -31.4% | +83.8% |
| All | +169.5% | +128.8% | +40.7% | +137.0% |
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