-53.8%
TEAM vs PEG
+38.2%
-92.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.1% |
| 7D | -5.7% | +1.0% | -6.7% | -5.9% |
| 30D | +18.3% | -1.9% | +20.2% | +18.8% |
| 3M | +80.2% | -3.7% | +83.9% | +81.3% |
| 6M | +111.0% | -9.4% | +120.4% | +114.7% |
| YTD | +8.8% | -6.0% | +14.8% | +8.7% |
| 1Y | +2.2% | -4.4% | +6.5% | +0.9% |
| 3Y | -14.6% | +33.5% | -48.1% | -29.6% |
| 5Y | -53.8% | +35.7% | -89.5% | -62.3% |
| All | -53.8% | +38.2% | -92.0% | -62.3% |
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