+13.1%
PSA vs PEG
+33.9%
-20.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.7% |
| 7D | -2.2% | -0.1% | -2.2% | -2.2% |
| 30D | -9.6% | -1.7% | -7.8% | -8.8% |
| 3M | -7.9% | -6.8% | -1.1% | -4.9% |
| 6M | -2.0% | -11.4% | +9.4% | +3.5% |
| YTD | +15.7% | -7.2% | +23.0% | +19.5% |
| 1Y | +5.8% | -6.1% | +11.9% | +8.3% |
| 3Y | +21.6% | +31.8% | -10.2% | +0.7% |
| 5Y | +13.1% | +35.6% | -22.5% | -7.6% |
| All | +13.1% | +33.9% | -20.8% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling