+66.9%
T vs PEG
+148.3%
-81.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +4.3% | -2.8% | +7.0% | +5.4% |
| 3M | +11.6% | -6.9% | +18.5% | +14.8% |
| 6M | -5.6% | -11.4% | +5.8% | -1.1% |
| YTD | +6.6% | -7.4% | +13.9% | +9.6% |
| 1Y | -8.4% | -8.3% | -0.1% | -5.6% |
| 3Y | +107.8% | +31.5% | +76.3% | +80.5% |
| 5Y | +68.3% | +38.0% | +30.3% | +41.9% |
| All | +66.9% | +148.3% | -81.4% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling