+1,872.1%
T vs PEG
+2,907.1%
-1,034.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +11.4% | -2.4% | +13.8% | +12.4% |
| 3M | +14.3% | -4.8% | +19.1% | +16.6% |
| 6M | -9.3% | -10.7% | +1.4% | -5.1% |
| YTD | +7.1% | -6.7% | +13.8% | +9.9% |
| 1Y | -9.1% | -6.8% | -2.2% | -6.8% |
| 3Y | +105.3% | +34.5% | +70.9% | +77.4% |
| 5Y | +66.8% | +35.8% | +31.1% | +42.2% |
| 10Y | +66.8% | +141.7% | -74.9% | +8.0% |
| All | +1,872.1% | +2,907.1% | -1,034.9% | +273.7% |
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