+1,604.0%
T vs PEG
+2,974.8%
-1,370.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +2.6% | +2.6% | 0.0% | +1.5% |
| 30D | -1.1% | +3.3% | -4.4% | -2.4% |
| 3M | -7.7% | +1.1% | -8.8% | -8.3% |
| 6M | -10.6% | -1.4% | -9.2% | -10.3% |
| YTD | -7.5% | -4.6% | -2.9% | -6.1% |
| 1Y | -7.4% | -7.2% | -0.2% | -5.0% |
| 3Y | +63.1% | +33.7% | +29.3% | +41.2% |
| 5Y | +55.2% | +40.8% | +14.4% | +30.2% |
| 10Y | +58.8% | +162.8% | -104.0% | -0.8% |
| All | +1,604.0% | +2,974.8% | -1,370.8% | +219.4% |
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