+108.5%
RF vs PEG
+25.9%
+82.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.9% | -2.3% | +1.4% | -0.1% |
| 30D | +6.0% | +1.2% | +4.8% | +5.6% |
| 3M | -8.9% | -2.4% | -6.5% | -8.2% |
| 6M | +2.3% | -6.9% | +9.2% | +4.7% |
| YTD | +7.6% | -7.2% | +14.8% | +9.6% |
| 1Y | +21.2% | -8.9% | +30.0% | +24.3% |
| 3Y | +108.5% | +27.1% | +81.4% | +79.8% |
| All | +108.5% | +25.9% | +82.6% | +79.8% |
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