+55.2%
T vs PEG
+41.8%
+13.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +2.6% | +2.6% | 0.0% | +1.7% |
| 30D | -1.1% | +3.3% | -4.4% | -2.2% |
| 3M | -7.7% | +1.1% | -8.8% | -8.2% |
| 6M | -10.6% | -1.4% | -9.2% | -10.2% |
| YTD | -7.5% | -4.6% | -2.9% | -6.1% |
| 1Y | -7.4% | -7.2% | -0.2% | -5.2% |
| 3Y | +63.1% | +33.7% | +29.3% | +40.1% |
| 5Y | +55.2% | +40.8% | +14.4% | +27.6% |
| All | +55.2% | +41.8% | +13.4% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling