+1,514.2%
RF vs PEG
+2,907.1%
-1,392.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | -3.6% | -2.4% | -1.2% | -2.4% |
| 3M | +8.1% | -4.8% | +12.9% | +10.6% |
| 6M | +11.5% | -10.7% | +22.2% | +17.6% |
| YTD | +15.6% | -6.7% | +22.3% | +18.8% |
| 1Y | +15.7% | -6.8% | +22.5% | +18.6% |
| 3Y | +86.9% | +34.5% | +52.4% | +56.4% |
| 5Y | +89.8% | +35.8% | +54.1% | +56.4% |
| 10Y | +344.7% | +141.7% | +202.9% | +174.9% |
| All | +1,514.2% | +2,907.1% | -1,392.9% | +361.1% |
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 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