+117.9%
RF vs PEG
+33.3%
+84.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.3% | +1.5% | -2.8% | -1.8% |
| 30D | +4.6% | +5.0% | -0.3% | +2.9% |
| 3M | -8.4% | -0.3% | -8.1% | -8.4% |
| 6M | +8.9% | -2.7% | +11.5% | +9.7% |
| YTD | +8.8% | -5.1% | +13.9% | +9.9% |
| 1Y | +18.9% | -8.3% | +27.2% | +21.8% |
| All | +117.9% | +33.3% | +84.6% | +82.1% |
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