+88.3%
RF vs PEG
+34.5%
+53.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -3.6% | -2.4% | -1.2% | -2.7% |
| 3M | +8.1% | -4.8% | +12.9% | +9.9% |
| 6M | +11.5% | -10.7% | +22.2% | +16.0% |
| YTD | +15.6% | -6.7% | +22.3% | +17.7% |
| 1Y | +15.7% | -6.8% | +22.5% | +17.5% |
| All | +88.3% | +34.5% | +53.8% | +52.8% |
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